In Hare+Guu, Hare plays video games at home in some of the episodes.
[spoiler]In one of the later episodes after Hare and his mom go back to her city home, I think Guu lets him sort of play in her head as a mecha, dunno if that counts or even makes sense, you have to see the episode. I think it's on the last dvd released)[/spoiler]
"Didn't I say something clever earlier?" "Dunno, I was probably asleep when you said it."
There's also that the episode of Chobits where Hideki and Chii attempt to play an online game. You may not get much out of that though, as most of the scenes are depicted as if they were actually in the game, not holding controllers or a keyboard like in reality.
In either season 4 or 5 of Ranma 1/2, Ranma and Genma are at some rich kid's house playing video games. There's also an episode of Love Hina that's kinda along the lines of the Chobits episode where they end up inside the game.