I know I'll have forgotten some, but here's what I can think off of the top of my dome

- CoD4, World at War, MW2, Black Ops...I finally stopped buying CoDs day 1 at MW3...but sadly I still bought it at full price later on
- Fallout New Vegas
- NHL 12
- Resistance 2
- Gran Turismo 5
- Forza 4
- Skyrim


...probably more, but that's what I can think of

Other games I'll buy day 1 this gen include Fallout 4, GTA5, Black Ops 2 (I still support 3arc, but not IW)

Metroid Prime 3
Uncharted 3
Skyrim

Surprisingly very few. I usually wait a few weeks to get a deal on games. Some games I try to wait a year to get a $10-$20 pricepoint.

Not many, actually:

Halo 3
Halo 3: ODST
Halo: Reach
Halo: Combat Evolved Anniversary
The Legend of Zelda: Ocarina of Time 3D

Nintendo and third party games usually have to wait till I feel like buying them :)

There are only 2 GAMES I EVER PREORDERED.
And only 2 first day buys.
1. Smash Bros. Brawl
2. Heroes of Ruin

Made some good choices and some not-so-good choices about day one purchases this gen:

worth it:
Xenoblade
Mario Galaxy
Brawl
Endless Ocean 2 (full price was $40)
Sky Crawlers (full price was $30)
Wii Sports Resort w/Motion plus

not-so-worth-it (at full price):
Metroid Other M
Sin & Punishment 2
Super Paper Mario
Zelda Twilight Princess

still, none of them exactly bad purchases

Heavy Rain
Final Fantasy XIII
God of War 3
GTA IV Episodes from LC
Modnation Racers
Red Dead Redemption
F1 2010
Fifa 11
Vanquish
Gran Turismo 5
AC Brotherhood
LittleBigPlanet 2
Mass Effect 2
Motorstorm Apocalypse
Portal 2
Infamous 2
Deus Ex Revolution
Resistance 3
Fifa 12
Batman Arkham City
Uncharted 3
Skyrim
Rayman Origins
Final Fantasy XIII-2

I think that's it...all for the PS3 of course :)

Edit: I forgot the newest ones...Mass Effect 3 and Uncharted Golden Abyss!!

lots
but my newest ones are Uncharted 3 and SSX :D (although SSX was a little after day 1 as my town had non left in stock in any shop)

Smash bros
Mario Galaxy Skyward Sword
Cod modern warfare 4
Pokemon Black and White
Street Fighter 4

Only 2 this year and they were Xenoblade Chronicles and Kid Icarus Uprising.
Last year: Zelda SS and Portal 2.
2010: Black Ops, No More Heroes 2, Donkey Kong Country Returns, and Metroid other M

there are some DS/3DS games that I paid full price but didn't get day 1 though, same with the Wii.

Uncharted 2
Uncharted 3
Killzone 2
Killzone 3
Battlefield:Bad Company 2
Alien VS Predator
Gran Turismo 5
Wipeout 2048
Rayman:orgins(Psvita)
Resistance 3
Red Dead Redmption
Motorstorm:Apocalypse
Medal of Honor
Grand Theft Auto 4.