Reimu - Wii Sports Resort, Wii Fit Plus
I picture Reimu as more of a casual gamer. I doubt she'd be too willing to get invested in a video game. Games like Wii Sports Resort and Wii Fit Plus, she would probably play just because they're easy to understand. I don't imagine her mastery over danmaku would carry over to games, nor would her skills over the border really give her too much of an advantage. When Wii Party comes out, she'll probably be playing that with Suika, who would be terrible at the games yet possibly enjoy them the more.
Marisa - Super Smash Bros Melee
Marisa would probably play any game that amuses her on a whim, and maybe finish it about halfway before losing interest. The Monkey Island series or Team Fortress 2 would probably entertain her a while but end up gathering dust. Games like Smash Bros I believe she'd play quite often and get rather invested into the game, being that obnoxious player who shouts during every other attack and screams when he has an accidental suicide. She's probably so hardcore, she hasn't got around to shifting to Brawl yet.
Patchouli - Obscure Visual Novels
So Patchouli doesn't really get out much and spends most of her time around spells and the like. I don't think it would be any different with games, she'd probably find a visual novel that has something to do with spells and then spend her time with that.
Sanae - Legend of Zelda, Okami
I actually don't know Sanae very well, so I'm going to consider her the type of gamer that plays a game like someone else reads a book. I could picture her playing most story-based games, particularly the likes of Zelda and Okami. She'd probably also be pretty decent at role-playing games. She'd play a game, and then add it to the library only to be opened again when she runs out of other games to play.
Alice - WarCraft III, Pokemon
Alice is an obvious choice for a real-time strategy game, but I'm not sure she'd be as much into the macro side of things as she'd be in the micro. She'd probably be more into the likes of WarCraft III with all the powers she can use with her heroes than C&C or StarCraft. I dunno if she'd be able to play competitively, she'd probably be a little bit of a sore loser. She'd probably also really enjoy Pokemon and get very attached to the little creatures she captures (and then names after all sorts of major cities).
China - Castlevania
China would probably play a bunch of fighting games. Because she lives in the Scarlet Devil Mansion, Castlevania would be the most familiar territory for her to kick around in. However I expect she'd probably enjoy just about anything with a lot of action, from games like Street Fighter to games like Muramosa. That's not to say she'd be much good at them.
