And I do mean instantly. As soon as I get it, I start playing.
If I don't plan to do that, I don't buy the game until I do.
I now ignore sales completely, and only buy games when I want to play them.
This, surprisingly, actually lowered my game expenditure. But I was getting into the low 200s in my steam library, and I think I have only run around 30 of those at least once, so it was all really wasteful.
I roughly adapted the same thing to books, I don't buy a new book until I'm done reading my current book, or decided to drop the book I'm reading.
EDIT: Let me be clear: While I say instantly there's some flexibility. I may order a game on Amazon Wednesday, get it on Thursday, and start playing on the weekend. I think instantly may have been the wrong word. More like immediate/nearest in time.