Final Fantasy: VI, VII, VIII, X and XIII
Resident Evil 2, 3, 4, 5
MGS 1, 3, 4
Mass Effect 2
That's it I think. I'm mainly a "storyline" game player - one playthrough just playing "naturally" (i.e. not looking at guides, doing side missions if I feel like it / need the money or item available / they're fun) and then I don't go back. Even if the game has multiple endings . I sort of like that the storyline has been "my experience" and that it could have gone differently... but didn't... it went the way it went, no going back.
Castlevania Symphony of the Night - Completed it twice now completely with all items and everything. All 200 and something %.
Rugrats Search for Reptar - What a game!
Castlevania Lords of shadow - I completed the game but haven't done all of the side quests.
Legacy Realm of Terror - The hardest game ever! I've completed it once and I don't think I'd ever attempt it again.. Virtually impossible to do without maps of the levels, a knowledge of the location of all (important) items and the tips and tricks for manoeuvring safely.
Probably loads on my old consoles (N64/Gameboy/PS1) but none on my Xbox. I get way too bored to complete all of the achievements for most games. I usually finish the campaign and only go for extra achievements if they are fun.
A few. Zelda OoT and MM, Goldeneye, Perfect Dark, Mario 64, Mario Sunshine, Mario Galaxy 1 (but not 2 thanks to the very last star!!), Super Monkey Ball 1 and 2. Currently, I'm doing Super Meat Boy and at some point I want to get all the stars on Braid.