Unfortunately I lack the science background to properly dissect the rigour/worth of gaming studies. However, studies about obesity/social behaviours/propensity to violence/depression in gamers tend to be observational. Don't forget that as a self-selecting sample, young men between 16-24 tend to be demographically over-represented in these studies. Another flaw in our perception of gaming as advantageous/harmful is that studies are often carried out/given undue media prominence by interested parties e.g. game companies on the one hand, vs family pressure groups on the other.
From a Paleo perspective, the greatest problems with gaming are also those associated with just sitting at a screen i.e. it is an indoor, sedentary leisure activity (which is in itself a risk factor for depression/poor mental health), that tends to displace more healthful pursuits. Sunlight, fresh air and exercise are all important to our mental and physical health. People will also often let game-playing cut into their sleep time.
Another problem from a Paleo perspective is the artifical light emitted from TV/computer screens, which disrupts sleep cycles if you're exposed to it later in the day. If you're a PC gamer/user, you can install f.lux ( http://www.stereopsis.com/flux/ ). This is a handy piece of freeware which creates a natural sunset by gradually filtering the blue light from the screen. Also, when sitting at the computer, it is helpful to make sure that it is the right height/keyboard is at the right distance e.t.c so that your posture is good.
Personally, I distrust the current trend in gaming which markets games as self-improving rather than merely fun, as I think that this is a deceptive practice. To my mind the only two words in the English language on a par with "vitamin water" are "wii fit". Equally, there's little evidence for the over-hyping of "brain training" games, which claim to improve memory/cognitive ability/brain "age" e.t.c. Any improvements observed in regular users seem to come from repeatedly practicing very specific tasks, which have no real world applications.
Interestingly, any benefits from gaming seem to be entirely unintentional features of regular games. For example, playing action games apparently hones people's ability to make good snap decisions under pressure. And Stephen-Aegis wasn't far off; people under 25 have actually developed stronger and more flexible thumbs due to gaming, texting e.t.c, which they now employ for tasks traditionally associated with the index finger. Is a new evolutionary pathway opening up?