The only FF game I've completed was FFX. On an emulator. That I regret everyday of my life. Though it's not really because I don't play FF games, it's because usually something stupid will happen when I get far in the game that sets me back an hour+ of gameplay (like accidentally deleting a save game, or not saving for hours at a time and dying). This also happened to my while I was playing Dragon Quest 1, got halfway through the game, didn't save for a while and didn't realize, turned off the game, and came back to find I was 8 levels lower and I didn't have Loto's armor anymore. Fuck.
I suppose related to the above, but I find it difficult to complete a game after one of those stupid setbacks. Like with Dragon Quest, that happened to me a week ago and I haven't had the desire to pick it up since, or Chrono Trigger on the SNES. Got right up to before battling Lavos when the only save state I had broke and the game froze, setting me back 10+ hours of gameplay. I've yet to pick it up again and play through it, because fuck that shit.
I haven't played a Pokemon game in a legit fashion since R/S/E. Whether I use 2x movement cheats or 2x EXP multipliers or something, I always use some sort of cheat. But you can't really blame me, Pokemon plays slow as dicks and it isn't worth the hours of time I would have to play to grind and shit. Hell, I only plan on playing X and Y when the 3DS gets hacked and I can use those multiplier cheats.
The only Sega consoles I played (that I can remember, I know we've had other Sega consoles but I was too young to play/care) was the Dreamcast and the Gamegear.
I could probably list more, too, but I'm too lazy to type that much.