Certainly my game library reflects at least my taste, though no more than my choice in home decor or the way I dress. That said, I wouldn't say any of these are quite the obvious reflections of myself that you might be implying. For instance, my playing of GTA4 and Saints Row 2 does not mean that I want to be involved in street violence. I have a natural aversion to violent conflict, and would never consider harming innocent civillians and police officers. But the games themselves are fun to play, and because within the context of the game the AI lacks genuine sentience my own moral pretensions can be forgotten as they apply only to sentient entities.
That said, admitedly there is a side of me that would love just to see and be involved in an Alone in the Dark or Silent Hill type scenario, just once and temporarily of course, though the honest truth is that while games still provide me the degree of seperation to easily overcome any fear these scenarios would invoke, in reality I would probably never have the guts to live these situations. And other games can probably be seen as a reflection of some of my desires as well, for instance, I work out a lot, and if someone offered to make me as muscular as Ryu from Streetfighter, I can't say I would try to stop them. And to live a big adventure like in Fallout 3 or Oblivion and be a sort of hero character I think is something that most of us at least secretely desire, even if we won't admit it. Other games as well, like I used to play a lot of Animal Crossing back on the Gamecube, and the honest truth is that I actually do enjoy manipulating the aesthetic features of my appartment, probably more than a guy ought to.