When in doubt, run a one-shot!

I am definately not a one-system person and when I run adventures in a setting for too long I tend to look for new things to try out. Of course it’s almost impossible to start a new campaign just to run a new game I found, or a setting I always wanted to try out.
The solution is running an one-shot adventure. One-shot adventures can be great fun, if done right.
These adventures not only allow us to experiment with new rules and new settings, it also allows interesting stories that never would work in an ongoing campaign. I’ve also noticed that players are willing to take more risks if they know that the game will not turn into a campaign. I still remember one occassion when a player character sacrificed his life in order to protect a NPC. And resurrection was not an option. I doubt the player would have done so, if the adventure was part of an ongoing campaign.
One-shot adventures could be very interesting from a roleplaying standpoint if players take the opportunity to try out new things. Both game, setting or roleplaying wise. So, what are your thoughts on one-shots?