Some of mine have already been covered. But since I mostly play RPGs, it's easy...
I absolutely HAVE to get 99 of everything that I can. In FFVIII, this includes magic. EVERY spell.
As a corollary, I only use items when I have to (also magic, in FFVIII).
I absolutely HAVE to max out my characters' stats before final boss tiem. ALWAYS. Even in FFVII, where Sources are a pain in the ass.
I absolutely HAVE to talk to EVERYONE.
In every game I play, I HAVE to get every item from every chest.
I have to complete EVERY sidequest.
I always pick the nicest/best replies when a choice is given the first play through. Later, I might replay and be an ass.
I never rename characters.
All my Pokemon get organized based on type. Later on, I set aside separate boxes for eggs/legendaries.
I have to fill out all automaps.
In DMC/etc games, I always have to max out new weapons/armor/whatever as soon as I get them, and will farm orbs/exp/whatever to do so. The exception is DMC3's Styles, which are harder to level...which is why I always use ONE until it maxes out
In DMC/etc, I'm obsessive about not using healing items EVER.
In Samurai Warriors/etc, I cannot let any enemy units live. Ever.
In Tenchu, I stealth kill everyone, even if I have to run away to get their alarm status back to normal.
In MGS, I kill guards AFTER I tranq them. Ain't lettin' them shits wake up. In Snake Eater, I ruthlessly kill dogs and any animal that crosses my path.
I'm a sniper rifle whore.
I always sort items based on type, then alphabatize them by type.
That's all I can think of for now.
EDIT: This kinda falls under sidequests, but deserves its own - I have to beat every hidden uberboss. Always. I bought the International version of FFX JUST to fight the Dark Aeons
EDIT2: I also never use Limit Breaks/whatever until I fight some uberboss or am about to die; in FFVII, I'll use them just to get the Attack command back
EDIT3: And I always stick to the same general parties - Cloud/Tifa/Cid, Cloud/Tifa/Barret, Squall/Rinoa/Zell, Squall/Rinoa/Irvine, Kimahri/Rikku/Auron, Kimahri/Yuna/Auron, Balthier/Fran/Ashe, things like that; basically, the characters I like the best