I tend to let nature take its course. For example, someone sees me reading a game magazine, they'll come up and say, "hey you play/interested in that game?" and I'll be like, "yeah, you play too?" and it goes from there, to "what else do you play?".
Or perhaps I initiate conversation with no intention of the conversation going to games. "Yesterday, I was playing on my PC, when there was this huge bang on the window, I looked out and saw this bird lying on its back." If the person I was talking to was interested in games, too, they'd go back to "so what were you playing" after discussing the bird event.