Recently Skyrim and Diablo 3.
Everything else drops in price too fast to justify a day one purchase. Surprisingly even 3ds games.
I used to buy big DS games day one since they generally never got pricedrops, but with the 3ds, even big games like mario kart and animal crossing get $10-15 discounts within months of launching.
The big nintendo games on the gamecube and halo games also used to be day one. Can't think of much else.
For future games, I might get the PC version of GTA day one. I redboxed the ps3 version and loved it. I'm also really tempted to also get dark souls 2 at launch, but that is one game that will definitely hit the bargin bins within a month or two.