Coz' dem powerz are so cool. Let me ramble some.
One way is to show them, that there are other cool things in games. Still, different people, different tastes.
If someone wants to be a better fighter, why not? Just keep to the other side of equation, put on more downsides and make them feel it. So they have been trained since five years, but they don't know how to read, which everybody else does; or they just know too little of the real world. Also, for every attack is a counterattack, every strength has its flaw.
One thing I did in my game, was to give the PCs a small, personalized bonus after completed adventures, for something specific they excelled at. It was never something useful every day, but it was there as a personal badge of honor, it remembered them of what they came through and made them speculate as to how they could use it.
One should reward character development in some way, and if raw power is the reward, then, sigh, so be it. What I'm trying to say is, make the powers specific, rather than general, and reinforce their characters and identity. Were they born on the steppe and joined many campaigns? Let them have various bonuses and skills for fighting on the plains, but let them lose some or even become penalties in other environments. Nobody is "an ordinary guy, just better at everything". They come from somewhere and their powers, too (not to speak with all the baggage that comes with that, principles, vendettas and missions). If they want general powers, give them general downsides - and let them come into play. At least that's what I would do.
If they are already in play, consider the world around them. If necessary, let it react. If they are known to be powerful, some will try to make use of them, some may challenge them for feeling threatened. Some may refuse to deal with them; in extreme, towns may close their gates to known or presumed troublemakers! If they just want their share of spotlight, let them have it - as long as the other players have it as well.
And as for rules... rules should never limit a great story from being told.