I think it would be a nice feature to have all game tags, e.g. World of Warcraft, to have their little logo to the left of the tag like on Stack OverFlow with the Adobe logo.
World of Warcraft
The logos on tags represent sponsorship of the tags. Until we get a sponsorship system (and consequently, until those game companies actually sponsor their respective tags), we probably won't see anything like this.
This is probably going to be consistent across the Stack Exchange Network, so to keep in vein with that, we probably will not be allowed to have icons on tags to mean something other than a sponsorship.