I got this little nugget of info from NAG (South African gaming mag).

I though ppl here would be interested. It is an idea where the AAA industry is spending their cash.

Games displayed at E3 2002 (1000 games)

Action 28.4%
Sports 16.7%
Adventure 12.1%
Child and Family 10.9%
RPG 8.3%
Strat 7.3%
Edutainment 6%
Simulation 3.2
Other (puzzle?) 7.1%

Interesting...

Since E3 includes all gaming platforms, those stats are heavily skewed by the console market (which dwarfs the PC market). According to a June 2002 report released by Banc [sic] of America Securities, the PC market breaks down like this:
Strategy: 31%
Childrens: 13%
Shooter: 12%
Role Playing: 11%
Family Entertainment: 7%
Simulation: 6%
Sports Games: 6%
Other: 14%

For comparison, here's the breakdown of the Console and Handheld market (from the same report):
Sports: 24%
Action: 21%
Racing: 17%
RPG: 9%
Fighting: 6%
Adventure: 6%
Shooter: 5%
Other: 12%

I got this report from Gamasutra, but I can't find it there any more, but this was the most interesting data anyway. :)