The Silhouette rules (created by Dream Pod 9 for Heavy Gear, Gear Krieg, and Jovian Chronicles) have some very interesting ways to give players agency -- they're called Genre Points.
Players start with a very small number (say, three) Genre Points (player teams can pool their GPs) and can use them to purchase "genre effects" during play -- anything from a re-roll of a critical throw to mysteriously avoiding certain death and coming back later (at the end of the run, in a few runs, or at the end of the campaign, etc.).
Here's an incomplete list of genre effects:
- Accessorize: 1-3 GPs can be used to buy or borrow something useful for the quest
- Do it Again, Please: 1 GP; re-roll your last test
- Goad Villain: 3-6 GP; manipulate a villain into doing something they would normally never do
- The Return: 3-9 GP; a character killed during the campaign returns, either at the end of an encounter ("Good thing I grabbed that branch on the way down..." 9 GP), at the end of the run ("I was in a coma for a few days, but it turns out I was fine..." 6 GP), or at the end of the campaign ("I was nursed back to help by a pygmy tribe..." 3 GP)
This has a couple of effects:
1). It takes some of the pressure off by giving players room to screw up a little, without you having to compromise your position as a GM -- they can choose to spend the points or not, so it's fair
2). It prevents you from being tempted to throw in a deus-ex-machina solution -- the PLAYERS have control of deus-ex-machina, giving them a sense of agency
3). If players share their GPs, it encourages cooperation (it can also generate fault lines, though, if one player keeps messing up and begging for GPs)
Naturally, if players accrue a lot of GPs (my rule of thumb is giving players 1 GP per 25-50 karma), you might have to limit how much they can spend in a given campaign.
Also: major villains get GPs, too! =)
I like GPs -- they make things interesting.