Let's see..the last game I bought was a download off of PlayStation Network. It was a PSone Classic, Final Fantasy VIII.
However, if you're counting physical copies, my most recent buy was Kingdom Hearts 358/2 Days for the Nintendo DS, just a little before that was Dissidia Final Fantasy.
My next game will be either Pokemon SoulSilver Version, which I'll be reserving the 30th or 31st when I go to get the Pikachu Colored Pichu, or Metroid Prime Trilogy. Since I just got a temp job, we'll see.