In pretty much every game that lets me, I aim for the legs.
Fallout NV/3? Shoot out their kneecaps.
Skyrim? Arrow to the kn- NO DAMMIT
Resident Evil 4? (AKA the only good one) Busta kneecap. etc.
This is simply because shooting people in the legs is fun! I want to be able to do this quite badly, actually. :3