Personally I have so many games that I simply move on to another game once I've finished a game. I *want* to replay some games but also have lots of games unplayed.
Some games I want to replay (only played these once): Planescape Torment
Crusaders of Might and Magic
I'm not even gonna bother listing games I haven't started/haven't finished, because I'll use up all the space the internet offers XD