If you've figured out a good way to back up everything but your games, you'll want to check out GameSave Manager. GameSave Manager backs up nearly 500 games for safe keeping and easy restoration.
Restoring your favourite browser settings and desktop icon layout is nothing compared to realising you don't have a backup of your favourite game. Do you really want to be left hanging not knowing how the last level ends because you were forced to restore your computer and didn't have a backup of World of Goo? GameSave Manager automatically backs up 457 game and supports manual backup where you can create a custom entry for games that aren't supported yet. GameSave Manager backs up, restores and integrates with Windows Scheduled Tasks to set up routine backup of your game saves.
GameSave Manager is freeware, Windows only. Have a favourite game-related tool to share? Let's hear about it in the comments.