As a DM, I think I'm fortunate that my players are all avid gamers in general. The drawback to this type of group, however, is that on any given game night it's sometimes easy for us to pick up another game instead of continuing the campaign. So, sometimes I try to shake up the campaign a bit by introducing other games into the campaign in such a way as the players' success or failure at the game impacts what happens to the PCs in the campaign world.
This is a new technique for me that started with "Inn-Fighting". The PCs had to get some information about a ship from a dwarf harbormaster at the local pub. The link to the "Inn-Fighting" game was that the amount of information the PCs gained depended upon how well the players did at the game. This type of idea is a nice break sometimes and puts a new twist on RP and skill challenges (if it's incorporated well).
My next game to insert will be Steve Jackson's "Cthulhu Dice." It'll occur in the game room of the adventure Tomb of Horrors. I haven't worked out the details yet but one of the tables in the game room will force the PCs to play a game that forces the PCs to rob each other of their sanity instead of the skill challenge as it is written in the encounter. Probably I'll do something like allow the players to attempt a skill check to change the die roll to attack "Cthulhu"/DM instead of another player (but with a penalty for a failed check) but I don't want it to get too complicated. Ideally, I'll work something out that allows us (DM and players) to play the game but also allows a hint of PC influence to impact the game without being cumbersome. I'm pretty excited about it.
I wouldn't do this all the time but it is fun. And I'm interested in discovering more games that will insert well into a campaign every once in a while.