The best Emo video-game will probably my the Devil May Cry reboot. Clearly the creator who self inserted himself in the game is a wannabe hipster that has been inspired by Emo culture. But for now its probably Prince of Persia:Warrior Within.
Kingdom Hearts 358/2 Days. The main character has depressing dialogs in-between chapters. His dialogs usually tells how sad he is, why he exists, and what is wrong with the environment.
Well for Emo's I recommend any skater type game and I also like super mario. I'm emo and I play that all day long. It's the best and get the one for WII.
I guess the best EMO games would be a game that you cry a lot when playing it. Try closing the lights and play fatal frame in a pitch black house during a storm outside. Guaranteed you will cry and be afraid like a scared little kid. Just try it and give me some news !