While the simple solution is put all played games in one folder and all unplayed in another, I know that there are apps that track things, too, that allow for more detail. I'd be interested in hearing the pluses and minuses of each of those, because I don't know, and having the two folders hasn't quite worked for me.
(Also, IFDB is a good resource, until the list of "want to play" games becomes too long and unwieldy. This is a case where a good GUI would seem to help a lot.)