Oblivion: I try and pickpocket people I'm going to bump off anyway. Never really understood why I bother, but I do it anyway.
On Crackdown, I used to barricade roads with cars and see how long it took for irate drivers to ram the vehicle ahead enough and cause a massive explosion that wouldn't be my fault.
Reload. Fire a bullet. Reload. Fire a couple more. Reload. Never understood why I do this, but for some reason, as soon as I break contact with an enemy in a shooter, I reload (unless its a game like Battlefield 2 where reloading discards the rest of the magazine). Its especially strange because I do it a lot on BFBC2 with the bolt-action snipers after a single shot; I've started to try and cut down because with guns like the SV-98, its totally unnecessary.
Fallout 3 and New Vegas I hoard ammunition, to the point at which I actually have impractically large quantities of it; my current New Vegas character has around 1,700 12.7mm rounds, yet doesn't possess a weapon for it; maybe I should get Honest Hearts so that I have that rifle...
In fact, in Oblivion, Call of Pripyat and the Fallouts, I have noticed I tend to hoard cash as well; I'll take anything of value I find - to the point at which its impractical to move - so that I can sell it later. As a result, I've ended most of these games with more money than it would cost to buy all items at all the traders.
I have some strange gaming habits...