Heh, I remember having to alter the command.sys and autoexec.exe files for every game to eek out enough memory to run games, depending on whether you needed a joystick or not! Plus there was always that terrible uncertainty that any particular game wouldn't run on your system. Then there were those ridiculous paper codewheels used for copy protection back in the day, I guess access to a xerox machine was pretty rare then. Funny thing is that I seem to recall games at Babbages costing about what they cost now, but we were so poor it took 2-3 of us to come up with the cash, so lots of goames got passed around.
Then there were the LONG waits to download cracked games from those BBS sites over the 9600 baud modem, had to let it run all night, pissing off the parents :P
Kids these days have it SOOO easy!