A while back my wife and I needed to start shelfing our books, but with a few thousand books, we needed a way to get a lot more paperbacks per squarefoot of floor space than a normal bookshelf would give us, and I wasn't wanting to spend 3-4 grand on shelves. I ended up getting cheap ($25 a bookshelf) shelves from wal-mart, and ended up putting them together without following the instructions. Boy did I not follow the instructions:

The same idea works fine for console games:

The first pic is it 3 "UGCs" high, second is four, so about 3-4 inches high. You can use cheap 1x4s or partical poard\plywood to make the sub-shelves, they only show when you remove a game in the front row, so don't worry about making them look too fancy. This only works if your shelves are twice as deep as a case, but it has the advantage of not looking so empty with all the extra wasted shelving.