Great article on Ethics in Video Game Journalism at http://www.ojr.org/ojr/ethics/1049994303.php.
See also http://www.links.net/daze/03/04/10/ethics_in_online_game_journalism.html which is by the author, Justin Hall about the article.
There is a parallel issue regarding the ethics of game research. Like game journalism it can be manipulated by industry and done in an unethical way.
Of course, there is the issue of the ethics of playing around. See Plato and imitation in the _Republic_.