I've been fairly lucky when it comes to glitches. They either work in my favor are are simply harmless.
1st was in Minecraft. I had finished a giant stone repheresentation of my head and was transporting my stash of material back to my central home. The game crashed at that point. I logged back in and luckily I still had my items Dropped them off, returned to the head to find it back to 95% complete. Somehow, there was a chunk failure to save. On the bright side, my items were back to their pre-transport location in addition to the ones I had transported. Long story short, Chunk failure resulted in duplicate materials. Whee!
I've been playing a lot out of Skyrim. Most of my glitches are simply display errors. Rocks missing a side, armor I can see through, grass hovering above the ground, etc. Here's my personal best though. An entire section of river was simply missing. I could swim in it, fish swam past, but the water was missing.