Awesome thread, chose this for first post since signing up to this site.
I've completed so many games since my childhood, I'll just list the ones im most proud of:
Oh no More Lemmings (oh no more months)
Lemmings 2 Tribes (months and months)
Millenium 2.2 (8 hrs.)
Cannon Fodder (days)
Lost Dutchmans Mine (years)
Mega-Lo-Mania (5 hrs.)
Rick Dangerous (weeks)
Secret of Monkey Island (days)
Dune 2 (days)
Will list more if I think of any while surfing around here some more. I still have my printed certificate for saving the lemming race at the end of Lemmings in my loft. It took fully 10 mins to print on my old amiga printer, but was worth it! Seeing some peoples lists on here its amazing how fast some people bested games. It was a total swine to find all the map pieces to LDM and Rick Dangerous was just brutal with only 6 lives to start with.
I'd count North and South in this list but I felt I cheated, I beat the computer on chessboard mode rather than simulation mode.