Oh, definitely write for YOU, always! I know what you mean about writing in certain ways to please an audience. As I've built up an existing audience for my fanfic, I will sometimes find myself writing certain kinds of stories, or writing the characters in certain ways, because I don't want to disappoint my readers. But I try to rein myself back from that, when I become aware that I'm doing it -- because the stories I've done that I've liked the most were the ones that I wrote for me, without worrying about what others thought of them. And generally, when I've been worried about alienating readers by posting a story, it's still done fairly well. I got a great response to the very dark Sheppard head injury story that I posted awhile back, and I was fully expecting to get flamed for that one.

All of this is not meant to imply that you shouldn't push yourself and write different sorts of things, if you're so inclined. Personally I think that it's very good for a writer to stretch themselves and write a variety of different kinds of stories. But I've found that writing with a specific audience in mind, rather than writing with the best interests of the story in mind, is a total mood-killer for me. Especially if it makes you unhappy and displeased with your stories, it sounds like something that is best fought against.