I'm not sure that I have a whole lot to add to this topic, except that I think it's a really important one for understanding how the game interacts with the setting.
The whole power versus freedom thing has already been brought up. One aspect of that which drives that home for me is that supernatural power in the Dresdenverse makes one less human. Freedom to choose seems to be tightly tied together with the human condition, while supernatural beings tend to fall into specific patterns. Once the supernatural overcomes the human, an individual falls into those patterns as well.
This is why a Red Court vampire isn't a good PC, but an infected could be. When the infected gives in and drinks blood, it isn't that the act is evil. It's that the act gives into the supernatural side of the being, and it takes over. So you get characters like Bianca who are totally bound by their nature but retain just enough humanity to regret that they can't do anything about it.