The other option is to set the rules down, but write them in a way that allows not for rule breaks, but creative loopholes that may violate the spirit, but not the letter of the rules.
A wonderful example of a series that does this is "Avatar: The Last Airbender" and it's "Legend of Korra" spin-off. In the series, the four main magics allow the practitioners to bend or manipulate one (and with exception to the Avatar, only one) of the four classical elements (Water, Earth, Fire, Air).
While the rules of how one becomes a bender are not clear, the rules of each bending element are very clear. Earth, Water, and Air cannot create their element (Fire Bending never got an explanation as to why it could generate fire, but my guess is that they were manipulating heat, and things burn when enough heat and oxygen are mixed together.. so they probably make fire from raising the heat of small air pockets to the point it ignites). Water Bending is stronger at night thanks to the moon's tidal forces adding to their strength. Firebenders are strongest during the day, where the sun's heat adds to their own heat generation. And each element has its own strengths and weakness. Airbenders specialize in movement, has no strong offensive techniques, and works on evading and distancing attackers. Earth bending will tough out and power through the attacks while while brute forcing counter attacks. Fire is defensively weak but relies on aggressive offenses to overwelm an attacker before they can become a threat, and had a more lasting danger that acted to deny an area of movement to dodge. Water was the most flexible, and was a Jack of All Master of None. It couldn't beat an element at it's own game, but it could out perform it in other areas. And because it could exist in a solid liquid or gasious form, it meant that it was more versitile than the other three forms.
As the show progresses, more advanced techniques were encounted, we see benders who are able to use derivitive or more specialized bending styles that allowed for seemingly non-element bending. While none of these were true bending in their own right, they were so unorthodox from their parent bending that they were difficult to deal with, anticpate, and counter. For example, while Earthbenders were jailed by metal structures and then seperated from earth, on multiple occasions we see this beaten (Either by using coal, which Earthbenders could manipulate, or by the ground outside the container, such as when one very skilled Earthbender pointed out that he could still manipulate the ground his metal conatainer was on because he could see it. It was finally beaten when Toph realized that refined metal still had bendable impurities not removed during refining and used this to bend the metal. In the later series, metalbending becomes much more prominant and was a staple of law enforcement until we learn that, thanks to better refining techniques, there were now metals commonly available that were too pure to bend).
Almost every bending art was given a subset bending style by the end of both series that had some relation to a more core tenant of the bending style. In addition to Metal Bending, Earthbending developed sub-forms relating physical properties of other elements recieved Lava-Bending, (heating earth to and manipulating a molten state, allowing fire's denial of area and a more sluggish waterbending adapatbility), and Sandbending (manipulating particulate earth with water and airbending like results) and possibly mudbending (bending the earth in a muddy water or slurry to manipulate the water contaning the earth).
Firebending recieved Lightning Generation by manipulating the energy in a way that created a speration of a positive and negative charge, LightningBending (uniquely sperete from generation as Lightning was usually only able to be produced, not redirected, but firebenders using waterbending motions could redirect lightning to other locations by channeling it to ground without crossing their hearts) and combustion-bending (which allowed them to super-heat objects to the point of explosion).
Airbending sub-styles relied on applying the underlining manuverability focus of their style. Astral-projection was unteathering oneself from ones own body, allowing one to bypass barriers such as walls or locked doors to deliver messages or spy on others. True Flight was said to be achieved by being so detached from earthly concerns you literally are detached from the earth and differed from most airbenders use of winds to achieve lift in that they moved through the air without beinding air into a wind propulsion.
Waterbending recieved sub-bending styles that relied on further versitility and ubiquity of the element. Shifting water to ice or gas or aresole liquid so basic that it was considered part of the general waterbending style (compared to Lava and Sand bending which are essentially earthbending equivelents but require much more practice and training.), healing (which probably relied on manipulating body fluids to help close woulds faster as well as unblock chi, a known concept in the world given the east asian influence of the setting), plant bending, which manipulated water in plants through non-woody plants to move the plants, and bloodbending (probably mixing healing and plantbending techniques, this relies on a bender manipulating the water in animal life (70% water by weight) to control to control a creature's body against their will (and a physically painful way). And while not classified as a bending style, waterbenders could be adaptive with these techniques as well. The person who invented bloodbending was also able to drain a plant of it's water, allowing her to not be as dependent on a canteen of water when inland, and bloodbending and possibley a study of healing could allow a waterbender to manipulate a person's chi to cut off their own bending abilities (something that previously required mastering all four bending styles, meaning only the titular Avatar could do this, and even then most Avatars never knew they could do this within their life times). It's telling that while firebenders were the primary enemies of Airbender, it was only two Waterbending techniques that were ever truly forbidden by law.
Here the rules of magic are well defined, but not limiting. It relies on the practition's knowledge of practicle science principals to allow for the new powers. They aren't really new powers though, it's one power used in a way that most people don't think to use. Think of it as magical life hacks.
