I haven't played a game yet that makes me feel like I need to budget my resources (bullets, money, medicine, etc.). It seems like every game makes it easy to have resources (especially money). I realized this while playing Assassin's Creed 2. At the moment, I have so much money that I don't know what to do with (I've literally bought everything already without an effort). It would be rather exciting if you really have to budget your stuff, and have to worry about running out of something necessary. I guess the only time I really felt a lack was in Resident Evil 1 Director's Cut.. running out of ink ribbons on hardest mode.
Anyway, are you guys aware of a game that makes you feel poverty? I'd really like to try that out.