If you're going CPA hit up Hydra in my sig and look for iphone, xbox 360, ps3, wii, ipod, etc Zip/Email submits.
Or you could look at the over 100 CPA networks at http://www.affiliateseeking.com/netwo/23000002/1.html and then choose which one to use if you are using CPA. But afterall, what Practitioner said, what do you mean? Is it casino gaming or video games.
If we are talking videogames, then you need to consider the demographic (age, location, gender) of your users. In your case it is quite likely that your audience will be quite young and will probably not have access to a credit card (generalising of course). So, you need to go for email/zip submits and sign-up quick-form programs that simply require information rather tahn any purchasing requirements. We see this a lot and it works well...