I'm not sure what the exact scenario you're referencing is but here's my take. Some would say the "Choosing to sac what you value least is bad roleplay" but it's really not. It's actually the logical thing to do. Any player can justify it with, "What would my character do?" Which the answer will almost always be "Sac what I value least." The problem is stopping metagaming where the player can see the scope of the choices but the character they're playing can't.

My answer to this when I've dm'd in the past has always been to give red herrings early on so the players have a hard time telling what the effects of their actions will be (eliminating the meta and forcing them to just roleplay) and then to also reward the player for making the hard choices if it stays with the character (works really well in Fate. It's called Compelling).

The specific question is "why aren't my characters taking consequences?"  And my answer to that was "ultimately, because we haven't had anything presented that we care enough to, and have had to choose to take consequences to preserve".

I'm absolutely not saying it's bad roleplaying at all, especially depending on, as you've said, how much the player chooses to base it on the character's decisions and the character's knowledge vs. his own.

The point here is more of "hey, GMs, figure out what your players/characters value, and put them in a position where that's at risk, and you'll create compelling gameplay."  That, and understanding that they probably don't value your world, and they probably don't value your plot, because they haven't invested in them.

Figuring that out, and increasing player investment in things is pretty much another subject, but Fate does a good job of at least giving you the start of the idea through character creation, aspects, etc.

Oh, I see. Then yes. Aspects make this incredibly easy. You already know what they value because it's right there - spelled out for you - on their character sheet! Whether it's an heirloom item, their source of magic, a person or even just their own pride, anything in an aspect can be compelled (in a compelling manner) for endless great story =)

Right.  But this also implies something about adventure/scenario design - it should be, at least in part, based on what's on the character sheets.  Because those are things the players/characters care about, and they will certainly care about that more than they do your plot as a GM.

Even beyond that, okay, you've got "My Kid Sister, Lucy" on your character sheet as an aspect.  Great.  What will you sacrifice for her?  How far will you go?  Will you suffer for her?  Will you cause suffering for her?  Will you die for her, or kill for her?  Will you commit genocide for her?  What if you also have "I come from a proud line" as an aspect?  What happens when you have to choose between your family legacy, and your sister?

In some of those scenarios I sensed a little bit of Dresden Files >>... Maybe that's just because I'm rereading Cold Days.

That's actually my favorite thing to do with dming. Every DM has their specific things that they like to focus on whether it be narrative, world building, or what have you. Mine is exploring the depth of the characters in my world. Putting them into tight spots and seeing how they react. Basically answering the question, "What makes them tick?"

Jim Butcher does it a ton, absolutely - though I think Changes is probably the biggest "what will you choose" book.

As far as gaming, it's a combination of some Burning Wheel, Fate stuff, and a question that's come up recently, and it all kind of crystallized.  It's probably a collective "duh" response from a bunch of people, though :)

"In Changes, everything changes."

I see what you mean but what exactly is Burning Wheel?

It's another game system, one where characters' beliefs are intended to drive the story forward.  Challenging those beliefs becomes a big part of what the GM does.

Changes is a great example, though.  Dresden had a huge thing against murdering people, against taking dark power, about fighting to save Susan.  What would it take for him to cross those lines?  Just awesome.

This happened to me in Shadowrun, and it's an application of this idea. There was a challenge for my character, forcing me to choose between the life of the character and the life of other people. But for my character's, this was a challenge to it's honor. If it was me, I would have chosen to keep the character's life, but for the character, the logical step was to value honor more. It was a glorious suicide, with extremelly dramatic effect for the table. 

And in the end, I felt sad, but also happy, because I could do what the character wanted. 

+Robert Hanz You beat me to the punch.  The clues to what the players value and even what type of game the want or expect is right on the character sheet.  Epsecially in FATE, it practically kicks the gm in the head with it.