Donkey Kong Country
Donkey Kong Country 2
Donkey Kong Country 3
Paper Mario
Super Mario Galaxy
Almost had Super Mario Sunshine (was missing a blue coin on the very first level, used guides and inspected every inch of the levels, but could never find that one darn coin!)
Mass Effect
Prince of Persia (collecting all those light seeds counts right?)
I don't know, maybe more, I can't recall all the games I used to play when I was little.
I used to try and complete everything I could when I was younger, but it became too frustrating and it would take too long, or I just plain didn't realize how do to it. I've come fairly close with some games, but not totally, usually giving up when I realize just how much time is required to finish it. Like with Final Fantasy X; the Blitz Ball mini-game, and then dodging 100 lightning bolts straight, and then later realizing some stupid special boss requiring more than 2 hours to kill. I never even got through all the arena monster bosses.
I don't really think about whether there is a counter for 100% completion when I buy games, nor does it really factor into purchases.
Today with achievements, I'll usually do the ones that are cool or interesting, but finding every single little pickup, well, I usually skip those.