There's a small amount of leniency here, the important things to remember are: Your wolf is not your character, prioritizing targets based on who your character does or doesn't like or even who you as a player do or don't like is completely out of line. Your wolf will go for the best/nearest thing it can eat or kill.
Wolves aren't 'good' wolves eat, werewolves attack people not irregularly in buffyverse, a werewolf that only attacks demons or RPs only attacking animals is out.
Your wolf has nothing even resembling human intelligence or communication skills, they can have animalistic intelligence to the point of avoiding public areas or even stalking a little but it's a sketchy area. They don't understand things like firearms, shops or mobile phones that can call police etc.
Wolves don't have opposable thumbs, I can't believe I have to say that, but they don't. No using guns or weapons.
There are a few exceptions from the show. Firstly werewolves often won't attack vampires, there is an encounter between Angelus and Oz-wolf where they snarl at each other but don't attack, that is to say a werewolf that recognises another vicious primal predator may not attack, and this could theoretically apply to scary enough demons also.
Secondly there's a small amount of transference of intent when they first shift, Oz uses this to kill Veruca even though she's a wolf. He does then turn on though. Personally I'd say as long as what you want is more or less in line with what the wolf could want, your human desires can infect the wolf's desires for a few seconds at most.
A werewolf who sees night coming and makes a sprint for their cage before being caught mid change might keep running towards it for a few seconds, but then they'd stop and go on the prowl, they certainly wouldn't lock themselves up. Something I think could be good RP is a wolf with lycanthropic control shifting to win a REALLY important fight, then having to deal with the repercussions of all the horrible wolfy things they did once that was over. What is terrible RP is a wolf with lync control shifting to win a fight then dodging all the innocents and not killing anybody until you can shift back or shrugging them off as NPCs who aren't real people.