There's always that one game you see and want to try, whether you see it in an ad, a friend recommends it, it happens to be rare, etc. and whatever reason havent been able to play it. 

What game comes to mind when you think about this?

For me it would be Dragon Warrior VII for PS1/3DS. Though due to the game being relatively rare where I live and the 3DS version having yet to be given a release date in NA, I havent been able to play it.

Legend of Zelda: The Phantom Hour Glass
Love Plus

They too many, but if I had to choose one then it'd probably be FFVII.

I've always wanted to play and beat ALTTP but I just...no matter how hard I try, it doesn't hold my attention. I love all the Zelda's, and even beat Zelda 2 but there's just something about ALTTP that rubs me the wrong way.

Final Fantasy 1-12...

ShenMue.

Have a dreamcast but no shenmue. Also dont have a good video cable. Just standard RF which is shit.

That would be a very long list for me. I'd like to play all the Zelda games I've missed and the latest Fire Emblem. I'd like to play Halo 4. The new Mario Kart looks awesome but I doubt I'll ever get to play it.

I really want to play the Atelier games but they cost too much for me to try and maybe not like. I'd like to get into the Tales series but they're confusing.

I really, really want to play Tactics Ogre: Let Us Cling Together but those PSP games just won't come down in price. I want to play Jeanne D'Arc on my Vita.

Mario Party (entire series)
Max Payne 3
GTA: Vice City

...and many more.

Metroid Prime 2 echoes

Persona 3 and 4. I own both, but I just haven't got the time to play them.