I have a buddy who uses the same shelves as me and he just had plywood cut to size to put on each shelf so that the games can line up to the front. The just spray paint the wood to match the color of the shelf.
I may end up doing this as well but I'm not minding the games being recessed into the shelving. I also like the extra space for my current gen games because some collector's editions come in packaging that is larger than a DVD / UGC case and can fit on the shelf without overlapping the front.
I'd much rather have them recessed than sticking out.
I don't think I would ever consider doubling the layers though.
If I'm going to take the time to case something I'll for sure be displaying it.
I'll post some pics once I get the other wall set up.