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I was thinking of playing a character alonside my players while DMing this and the SC adventure paths. It will mainly depend on how many players we have total. The number of players is not set in stone as of yet so I cannot say for certain.
One thing I have done in the past is play a character for a couple levels, then when the players are not expecting it, eviscerate the aforementioned character is a gruesome way just to remind everyone that characters can and will die. I get my message across without using a players character. It has worked miracles when it comes to getting my players to fear for their characters and pla accordingly.
Tam (AKA-DM Shane)

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For the last 10 years, I've been the only one to be DM for D&D.
To avoid been frustrastred not to play, I usually play a PC-NPC alongside.
I use that PC for :
- helping the players (I usually have 3-4 players, therefore they need a little help with my PC and a NPC),
- getting ideas : ideas not essential to the plot, but that helps ("why don't we ask XYZ about that ?"),
- reminding them about NPC's names or locations that they didn't write down or forgot ("You know, ABC, the guy we met in Greyhawk 2 months ago, the one with a scar...").
It's a way to get the players on the right tracks when they seem lost, without telling them what to do as a DM.
Therefore, I can't play a PC that is too complicated in terms of game (specialist wiz with lots of spells, and who may choose perfect spells for enemies to come, rogue with high "search" abilities, fighter with huge variety of fighting possibilities, monk, ...).
For my AoW game to come, and my current campaign (we're right in the middle of "fiend's embrace", and I intend to have the fingers of Iuz being former fellows of Filge, with a letter telling them to come to Diamond Lake...), I play a favoured soul of Mayaheine (good healer, OK for fighting, but few known spells and few fighting possibilities).
If you don't use that PC too much, you can enjoy playing too !!
(since I play a LG PC, I try to strictly respect good and laws, and that is also a pain in the ... for my players, since they are mostly CG and think that being chaotic allows everything).

R-type |

I have recently added a DMPC character to our group, mainly to offer combat support to the party because none of the players are good in meelee, we had a well balanced group of adventurers to start with but after a couple of deaths and some new characters were made, I realised they needed a melee-guy.
After the deaths of a barbarian and fighter our party now consists of a ninja, two wizards and a multiclassed chaos monk/rogue.
None of them are very combat effective or have great spells (our group tends to think more about roleplaying and dosent really know how to powergame, it took us forever to even start the first adventure what with all the "getting to know you" stuff and introductions) so after yet another near-TPK during the forth adventure, the ninja decided to go and hire a warrior from the free city to protect the wizards and engage the tough melee opponents, leaving him and the monk to pepper the enemy with missile and sneak attacks.
The ninja had some flyers put up around the local rowdy-adventurer-ridden drinking dens and arranged a night of interviews in a private room at a local inn, the party met a few mercenary and adventurer sorts and picked from a bunch of npcs I created, I only wrote out two character sheets, one barbarian and one a fighter. To make it seem like they had a large choice to pick from I simply came up with a load of character descriptions suitable for either character sheet, some were anti-hero clones from films, books and comics while a couple were pure comedic creations.
The players settled on a short, balding chondathan human-male with a lisp and a very bad stammer called Phellen, this character worships Helm so they felt they could trust him (also they probally liked the idea of me having to lisp and stammer whenever I speak as Phellen).
I use Phellen as a background character, he really only speaks or interacts with the PC's when spoken to, this is to keep him as a support character only and not to overshadow the players or take centre stage and steal the lime light from them. I use the fighter sheet for him and made his stats reflect his good fighting abilities, he is an ex-military man who needs the money and dosent know how to exist in a normal life, he is comfortable in combat.
Roleplay wise, his quiet, "background characterness" makes sense because Phellen feels like an outsider to the group and "only a hireling" also he is a shy person who is very self concious over his stammer. He just wants to fight and finds solace in using his combat experience for the group.
If you are to use a DMPC, remember to use it as a support character and not "save the day" all the time, that dosent mean you can have fun with roleplaying, and flesh the character out mind you. While the DMPC should be good at what they do and get a chance to shine, dont do it more than once or twice in the entire campiagn if you can help it.
You can use the DMPC to relate information to the players that they have missed, impart advice, come up with ideas and so on, just make sure you do it in a reasonably believable way that fits the character you have made so the players are hearing the character give them advice and not the you, the DM giving them a clue/tossing them a bone.
Be careful with DMPC's respect the players and limit this character so the players know it isnt just a godlike DM avatar or walking plot device there for their (and the games) conveinience.

Jason Yanity |

Yes. Since I only have 3 players I threw in another person to absorb some of the damage. THe party consists fo a Half Orc Pit Fighter (from City Works), a halfling rogue and a human cloistered cleric of Boccob. THey are first level. the cleric plans on splitting levels with wizard.
I created a Human fighter with low Int and Wisdom. Pretty much he's a sidekick to the Pit Fighter and doesn't take much initiative of his own. His speaking is generally 2-3 word sentences and generally comic relief although he doesn't mean it.
The advantage if this is that since the character had crappy spot and listen checks and a low int, he is never expected to notice anything and generally goes after the closest opponent or whoever the hald orc points out.
The advantage of this is that the party doesn't turn to him for help and his actions never give away secrets. Also he absorbs alot of damage.

Jimmy |

The group I play with uses DMPCs for most of our campaigns. A DMPC can be a very useful tool for furthering an adventure, while at the same time giving the DM a chance to have a little more fun too. Below are some points I feel are integral to making this work:
1) The DM *must* be a DM first, player second. You're saying "Well, DUH!" but its surprising how many people neglect this. The last thing you want is players avoiding traps because the DMPC did. This can be avoided by remembering to separate what your character knows from DM knowledge; this is the same as differentiating between player and DM knowledge. Also keep the DMPC's stats in mind...an INT 5 character won't know that the statue before them is of an obscure god.
2) The DMPC can be used to add flavour to a campaign in a multitude of ways. Whether it be remembering useful info (as mentioned in above posts), having a skill the party requires, or using the DMPC to describe the action (ex. The blow from the Orc's handaxe slices Elithian deeply, and he reels away in pain...). The key is to not overuse the DMPC. Also, for skills, I usually wait until asked for help by the PCs (ex. "Eli, what can you tell us about this creature? <knowledge: nature>).
3) Don't pull punches! In battle the DMPC is treated equally for targeting. Keep in mind they're your tool. A battle will feel more desperate when the DMPC goes down. I use this rarely, but it does well to increase intensity.
4) The DMPC can save time; modules don't have to be nerfed to make up for a single missing PC (ie. 3 PCs, 1 DMPC fills the hole). You'll find the adventure just that bit harder though as only 3 people are bending their wills to success, while 1 is just helping a little (if at all!).
5) Do not overshadow your PCs! Try minimal involvement first, such as the 'assist other' option.
There's just so much to say about this! In 18 years of DM'ing though I've found the DMPC to be an immensely effective (and fun) tool. I attribute this to the key point of *not* overusing, or inappropriately using, the DMPC. I've never had a complaint from the players and when they DM, they use them as well. It helps when campaigns are blessed (imho) with good roleplayers too.
To be fair, the DMPC can be grossly misused. For a prime example check out the 'worst DM experience ever' link found elsewhere in the forum (I believe it was on thingsihate.org). Some DMs may powergame with their DMPC too, which is no fun for anyone. Why try when the DM not only has the best character, but all the knowledge?
In the AoW campaign, originally we needed the extra body so I made Elithian, an elven mage to help out. The party ended up being a warlock, 2 mages, and a thief...GAH... Anyways, over the campaign we've expanded to have 5 regular players and 4 occasionals so Elithian isn't necessary anymore. I still keep him in though for a few reasons:
1) Me me me ;) I like the campaign & want to keep him in.
2) Adds continuity. Only 3 of the original characters remain by the end of Icosiol's tomb.
3) His spells are focused in non-battle areas, such as transportation, dispels, and some party buffs. This way he doesn't steal the thunder of the other 2 mages.
If we have enough people to tackle Kyuss' spire, then I'll plant Eli in Magepoint under Manzorian (Tenser in mine), taking part in the intense study session he leads. He was necessary before, but isn't so much now. I had fun playing him but now he'll serve me (as DM) better as an NPC they've travelled with a long time who's helping out with another aspect, adding to the overall feel that the AoW encompasses more than just the room they're currently in!
Well, that was a long spiel but I hope the points and examples have demonstrated that a carefully managed DMPC can add a lot to your campaign. With time, it becomes easy to do and adds to the fun of DM'ing.
Chris