How do you immerse yourself in a game?

As in, how you enjoy them, really. =P

Personally, I always have to have a pair of good headphones so I can hear everything, clean hands, and a nice, clean controller free of dust and hair cells that would otherwise ruin my light button taps. (I actually go as far to take my controllers apart to make sure they're fully clean inside and out! Just wiping the exterior off with rubbing alchohol isn't enough.) Having cleaned myself beforehand helps too, because I get distracted easily when my skin's all itchy from grease and skin flakes; I don't like playing while I'm a mess and unshaven, or the room around me is either. If none of those elements of comfort are met, I can't take any game seriously at all and wind up quitting in just minutes.

So, how do you guys play your games?

I've never really been one for luxuries like 3D sound, so I just pick up the controller and start playing, eheh.
If it's a darker / serious game, I may close the door and turn off the lights, but that's about it.
Exception granted of course to the boating sequence in Half-Life 2: I need a well-lit room to avoid getting seasick.

And for farm-heavy RPGs, I'll turn off the music and play something else over it on Winamp: it's the only way I managed to stay sane during the final grind in Final Fantasy IV DS.
(That actually wasn't water we discovered on the moon, it was Paladin sweat and Dragoon tears)