I only tend to trade in games that I really hated, like Devil May Cry 4, Fable 2 or Grand Theft Auto 4. I learned an important lesson about buying new games from them. I worked at Gamestop for about 2 years and it's amazing how many people will trade in recent games for next to nothing just because they beat it. I have friends who do the same thing. I don't understanding why people pay 30-40$ to rent one game but whatever suits them.
As for games I will never ever let go of:
Legends of Legaia 1 & 2
Disgaea series
Metal Gear Solid Series
Jet Grind Radio & JSRF
Marvel vs Capcom 2 (PS2)
Legacy of Kain series
Onimusha series
Ocarina of Time, Majora's Mask and A Link to the Past
Starfox 64
Powerstone 2
...the list could go on but you get the idea.