I use
Swaptree to trade CDs, DVDs and video games and I really like how the system is run and set up. Plus, stuff like cases and artwork aren't optional -- it's stated in the rules that it must be included. I personally recommend it (and I wasn't sent from the site, either
).
NOT QUITE AN EDIT: Swaptree also supports the following platforms: PC/Mac, PS2 and 3, PSP, Wii, Xbox and 360, Game Boy Advance, Gamecube, Nintendo DS as well as Dreamcast. I'm not sure if they accept anything older than that.