Blue Chips

A lot of games are beginning to give players more control and this is good.  Now, you don't want to give them 'too much' control, but more is good. 

I was a big fan of Dragon Lance: 5th Age which actually used special cards instead of dice.  It was a cool idea, because you it took chance out of the equation.  You didn't have to worry about needing to roll a 15 to hit the giant and then rolling a 1.  It wasn't without its problems and it didn't last.

Shadow Run has karma which can be used to augment rolls.

7th Sea has drama dice

Dead Lands has fate chips

All of these are ways that players can exert a little more control over the game.  It's good because I know that there are times when players feel that odds are stacked 'too' much against them or they really have a vision for the way they want a scene or combat to play out.  Role Playing Games are loaded with great storytelling opportunities and these elements help take advantage of them.

Blue Chips.  This is the system that I use.

Skills:Out of combat a blue chip gives +5 to any skill check.  A blue chip can be used in combat for a +3 to any skill check (including attack skills). 
Damage: a blue chip will add 1d6 to a damage roll (these are spent after the to-hit roll, but before damage is rolled)
Saves: +3 to any save (in or out of combat)

I've devised some uses that involve magic as well, but I'll include those when talking about magic.

Distribution:
Now, most other games have a specific and structured system for the distribution of their points/chips/whathaveyou.  I don't.  GM's should give a few out to each player at the start of each session and some more anytime a major arc of play is beginning (getting to town, reaching the dungeon, etc).  I've also given them out and seen them given out for general awesomeness, which is anything that the GM felt was cool enough to warrant one and anything that elevates the game.  Things that elevate the game would be painted Pc miniatures, pictures, props, journals, anything like that.