The concept of HDR in games confuses the **** out of me - most games up to this point have squeezed everything into a given range and that's what you work with. So is HDR in games the opposite of HDR in photos - essentially pushing the window out of the dark room into overexposed territory, where the point of it in photography is to bring it back into the range you're physically capable of using? That's how it seems to have been used, at least. People see some blown out scene in that HL2 HDR level and go OHMIGOD HDR, when you're really clipping your histogram!
Bloom is overused, and people need to be more careful with it.
DoF PISSES THE HELL OUT OF ME when it's not done right, like in Windwaker or Super Mario Sunshine. When I look at something, I expect it to be in focus. If it's not I get mad. Feel free to use it in cutscenes, or in circumstances like that Dead Rising shot where the only thing you could possibly be looking at is that goofy schmuck right in front of you. (Also LBP, obviously.)
Motion blur is also used too much, I feel. It's disorienting when the screen blurs more than my eye perceives/expects it to. Be judicious with these things, please ;_;