Fumigation - any tips?

I can tell you one thing you do need to do, keep an eye on your place/set your alarm (if you have one). Believe it or not, there are people crazy enough to go under the tent, brave (or get high off) the insecticide and rip you off.

If you have heat detectors connected to your home alarm system prepare for a false alarm & big ass bill to replace em. Prolly $250 an hour + $100 per detector.

Heat detectors are one use only. There's basically a strip of low melt point solder in them. When it pops loose, bam, big red trucks show up.

Fumigation is a process involving a lot of heat.

Watch that the workers don't set up a meth lab inside while the house is being fumigated.

I left all my games in there while fumigated, I had no issues with it. Leave the coindoors open to make sure it vents properly post-fumigation.

Unless they are directly spraying your games for termites, nothing.
They should not be setting up fogging machines in your gameroom for a host of reasons.
If you are overly concerned, there is a simple solution.
Painters tape on all the vents for each machine, that will keep the "stink" from invading the cabinets and being stuck there.

Don't inhale. I repeat, DO NOT INHALE!

But don't you WANT the fog to enter the machines to kill the cockroaches inside?

That fog is ment to permeate, a "little painters tape" seems futile at best, not to mention it bonds when exposed to moisture, you may just wind up with a tape residue mess all over your games.... I would be of the opinion that it wont affect them, but would wipe them off after its over so you don't wind up ingesting the stuff from contact.