Since people are posting about other popular series they haven't played, I'll post a couple of mine:
-I haven't played any of the Halo games.
-Other than fooling around with the first one on an emulator for about five minutes, I haven't played any Metal Gear.
-I haven't played any of the Dragon Warrior/Quest games, but it's only a matter of time since I own the GBC ports of the first three games and DW Monsters (also on the GBC), and I'm interested in VIII for the PS2.
-I also haven't played any of the Ratchet & Clank series, though I own the second and third games. I've been waiting to get a copy of the first game so I can start there.
-The last one that comes to mind is Tomb Raider. It's also just a matter of time before that changes since I own 1-2, The Last Revelation on DC, and Legend on the Gamecube and DS.