Some communities.
Single player games to the quality of HL1 and HL2 (always rare I know) which have a decent amount of gameplay rather than just setting you up for the multiplayer like MW2. As much as I like multiplayer a gripping single player game can be epic too.
More exclusive games would be nice, or at least games that make the most of the hardware a lot of PC gamers have rather than it feeling like playing a console games just a bit better when a lot could be a lot better, GTA4 although a good game could have surely been better in terms of performance and graphics on PC in comparison to its console counter parts which have much slower hardware.
I dislike the move away from dedicated servers shown by MW2, hopefully it isn't a sign of things to come in the future.
I too miss the books you got with games with maps etc, a bit pointless and not great environmentally but it felt like a quality product when you bought a retail copy of a game.
New series of game, not to say there isn't new series appearing but it seems like almost every thing is a sequel or they are making a third installment, as fantastic as TF2, Fallout 3 and the half life episodes are if you have already played the games before it unless there has been a big gap between the too like between HL1 and HL2 they are going to feel quite similar, and everyone gets bored of games eventually, the gap between l4d and l4d2 was very short, it's a shame they couldn't of used that time to make something as new and as fresh as Portal was when it was released.
I also miss Baldur's Gate, I'm not sure if there is anything modern that is quite like it.
Despite saying all this I think PC gaming is as good as it's ever been, best graphics, cheapest games, great online games, steam + its friends and community stuff and being able to play all the old favourites at 300fps

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