I think this is a big issue that parents should be dealing with in a different manner than just censoring the games from their children. Much like minors are required to have an adult present to watch an R-rated movie, parents should at least watch their kids play these games, if not play with them. Simply denying the kid those games will make him rebellious and simply letting him play them can skew his perception of what is socially acceptable.
By taking time to understand a kid's hobbies and help him understand what in that hobby is right and wrong, you can form a powerful bond and teach important life lessons. I watched violent and sexually explicit movies and TV when I was young, but I watched it with my parents. Even some of the games I bought, my parents watched me play them. They wanted to understand what I was absorbing and expressed their discontent at images or actions that were inherently violent or morally questionable.
Something as simple as discouraging an act can have a profound affect on a child. If a 9 year old plays Fallout 3 and blows off an innocent woman's leg, discourage it. Let him know that it was not acceptable to do that, even though the game gives no indication that it is wrong (except maybe a bad Karma score, but who the hell pays attention to that anyway?) He may shrug it off or make an excuse like "I didn't mean it". He may even laugh. But that simple comment has already begun to sink in. The more you express praise for good behavior in games and discourage the bad, the more he will catch on to it.
As for games where killing is main goal (which is most of the games on the list), I would discourage him from playing them, but he decides he wants to, ask if you can play with him, or possibly watch him play. If the games feature multiple paths to complete an objective (like Fallout), offer for him to take the less violent or morally questionable option. He'll develop better problem solving skills, and avoid unnecessary wrongs.
I think society as a whole has forgotten just how important role models and a child's interaction with them is to a child's development.