The best advice i can give you, is that if you can, build it yourself, i actually bought a total of 6 book cases from walmart back in the day. None of them are now used as shelves for gaming or book, first off, most of these are way too deep, so you lose space. Second, again, most of them tend to sag a lot cause they are not real wood and are built with just 4 small "pins" to maintain them in place, the middle will curve a lot.
So best advice, if you can, get some pine wood (you can tint it to anything you want), something like 8 inches deep is normally enough for most game or books. You then pick the length you need, grab some aluminium angle ( 1/8 inches thick and around 1 or 1 1/4 width). Support the shelves with the angle, 2 on the side (around 6 inches long) and on the length of the shelves (Mine are 9 feet long). That way, there is no sagging at all, everything is strong and to your liking, and it actually cost me less then the 6 freaking bookcase i bought back then...
My current gaming shelf is 9 feet long by 8 feet tall with a UGC case fitting with 1 inch lose at the top. Then you can made it all the way you want, i made a small shelf in my big shelf just for DS game and so on.
I also made a book shelf for my wife which is 6 feet long, 8 feet tall but i took 10 inches pine wood to fit her bigger book.
My next thing ill be doing will be a complete shelving unit which will fit a big tv, prolly 60 inches, all my console hooked with more space for game. all in all it will be a complete wall (around 20 feet long) of shelving.
I think Arseen actually did this too with is shelving unit he built. If you want, i can provide some picture of it.