I have to second Fawfulhasfury on this, too many to list here. Its nice to see what games people play though, its amazing how many of you folk have simular gaming interests to me.

I've completed most of the games I've ever played (most of them being either adventures or strategy games - or in the early days - C64 arcade). I never liked cheats, walkthroughs or hints (but I've used a few walkthroughs - if really stuck for more then 1/2 a year).
But lately I don't get to finish most of the games any more. It's just that I start so many of them for reviewing, testing, getting the screenshots, updating... that I stop playing once I see a game gets really repetitive (but I do play them at least half way through - and I do use cheats and walkthroughs for them - but then again I don't play them purely for the playing pleasure anymore).

Infact I completed almost -all- games I played.I just hate unfinished works, and I often returns to my old saves and try to beat them again...

But some of them
AvP 1/2
Baldurs Gate 1 (2 is comming)
Diablo2(plus LOD)
All C & C...
All warcrafts
Morrowind
Half-Life
Ufo Enemy Unknown(without techs,damn I am proud of this one :D )
Civilization 1,2,3
Colonization
Neverwinter Nights(plus datadiscs...)
MoO 1,2
MoM
Max Payne 2
Sid Meiers Alpha Centauri
Gta3/Vice city
Need for Speed 1
etc,etc.....

I tend not to finish them because I lose before I win. or just get bored.. short attention span.
ooh, computer-shaped strato-cumulus!

I try to finish the games I play, I just can't seem to put it down and just leave it, if I'm really enjoying it, it motivates me.

Only bunch of games I can remember not finishing recently has been Star Ocean and Pharaoh: Cleopatra.

I'm not going to give you a full list (I doubt anyone would even read that), so I'll give you some stats...
Games I usually completed:
Strategies, cRPGs, puzzles, adventures, FPS...
Games I usually didn't complete, or at least not without a trainer:
'casual' shooters (most notably side-scrollers) and other action games...
Games with 50/50 stats:
Jump'n'runners, racing and other sports (completion = winning a league or a cup)...
Games I don't play:
Simulations (with exception of Gunship 2000, which I didn't manage to complete).

some of the games that I've completed :

GTA Vice City
Medal of Honor: Allied Assault
Call of Duty
Silent Hill 1 and 3
Resident Evil 1,2,3 and gun survivor
Metal Gear Solid
Max Payne 2 : The Fall of Max Payne
Alone in the Dark

and a bunch of games for the PS One

ok:

Half-life
Half-life : Opposing forces
Half-life : Blue shift
Fallout 2- about 10-15 times
Fallout 1 - 5 times.
Tom clancys ghost recon
Black and white
pharoh
Z: Steel soldiers
Silver
Warhammer: dark omen
Warcraft 3
Wacraft 2
Sid meires Pirates! - new version
Balders gate
balders gate : tales of the sword coast
Rainbow 6
Halo 1
Halo 2
NFSU and NFSU:2
Return to Castle Wolfenstein
C&C:Red alert and yuris revenge , generals,
Max Payne
MGS 1
GTA 1, 2, 3, vice city, GTA : London

+ loads more i cant think of atm

Earthworm Jim 1 and 2
The Neverhood
Skullmonkeys
Beneath a Steel Sky
All Metroids
All Zeldas
Mario 1, 2, 3, land, land 2, world, world 2
Metal Slug 1-3
Half Life (plus all expansions)
Doom 1, 2, 3
Chrono Trigger (mulitple times)
Xexyz
Tetris (gb) Yes, there is an ending
Halo 1
Starcraft (and broodwar)
Cloudy Mountain on hardest difficulty
Ikaruga (Proud anytime I beat a shmup)
Blazing Star
Mars Matrix
Radiant Silvergun
Zaxxon
Dodonpachi
Darius Gaiden
Gradius
R-Type II
Star Tropics

Too many to bother mentioning them all... :angel: