I used to have Saturn and Dreamcast games in slim cases, but turned to full size after realizing how much better they looked, plus it was easy to get DVD cases for free at Blockbuster. At this point, I'm glad I kept the DC games that were already in slims that way; I'm already cutting it really close. Plus, the Blockbuster in this area doesn't give me the cases they throw away, so I just gotta hope I can pick up some when I go back home.
One thing I'm considering is putting an entire collection of games in one case. For example, put Devil May Cry 1-3 in one case, using CD sleeves to keep the games in good condition.