I do this a lot. I've done it most with Sonic, Zelda, and Mega Man games, but I've also done Metroid, Half-Life, Devil May Cry, Halo, God of War, Mass Effect, and I think Kirby, too.
I'm probably missing a few more.
A friend and I have a tradition that we've had since 2006- every two years, we play a few Zelda games in a marathon- Ocarina of Time, Wind Waker, Twilight Princess, and now Skyward Sword. We also did Majora's Mask once, but only once because that game really pisses me off at times.
And I know Kirby looks kind of out of place. But I love those games.
So yeah. There's that. I do a lot of this.
EDIT: Oh, and I spent the first half of the past summer playing every Kingdom Hearts game in story order to psyche myself up for Dream Drop Distance. It worked.