How to "Win"

[Matt W]

I'm curious as to what type of victory conditions people like to play.  I admit to favoring the "objectives" approach where one side (usually the attacker) has several objectives (capture a town, clear a hill, exit units, kill them and don't die) and victory is determined by how many you achieve.  But there are others such as the "points" approach where different actions give you victory points and if you get so many more than the other player you get various levels of victory.  Then there are the "Do it or lose" conditions such as controlling a town, etc. where you either win or you lose. 

There are certainly historical situations where each of these approaches make sense but what are the scenarios that make for a memorable gaming experience for you?