The answer is always linux. Build a custom solution...if you can. It seems custom solutions are less common on windows.
Except 1. this isn't an easy solution and 2. OP is a gamer.
Also another solution for you OP. I know you didn't want to mangle with the Start Menu, but use that snazzy feature introduced in Vista: Search. I'm pretty sure you have a large library of games, or large enough that a menu (*cough cough*) is cumbersome to go through. So if you put your repository of games into the Start Menu, all you have to do is press the Windows Key, then start typing the name of the game. Chances are with enough letters it'll get that game. Even if you hit multiple ones (Like in my case, I have a bunch of "Tom Clancy's ..."), the one you choose most will creep to the top.
I daresay that that is a lot faster than any GUI.