Although I do enjoy playing in harsh fantasy games, just killing stuff is of no interest to me. Actually, I can play (or GM) without killing at all, and I can do that in very difficult settings, were character could die any second… 🙂
In such instances, the tension creates an even more gratifying ambiance. 🙂
In my experience, GMing a game is a lot like writing, with just less or more improvisations depending on your style. 🙂