Granted, that will always be a tough uphill battle for math to win out over most video games, but the point is, students today are much more immersed in technology than ever before. So even if you need to pass out a math worksheet to review concepts and formulas, it will greatly benefit your cause if you design the worksheet to be as stimulating as possible.
Worksheets also, when used properly, provide both the students and parent / tutor immediate feedback as to the child's progress. This means they can be used to point out areas where the student needs further reinforcement.
My students are engaged in the activity because they are always eager to find out what the next scene will be, and how the math problems will be nestled within. They also like how within each handout I inscribe the title in a way that fits with the theme of that particular scene - another attention catching technique. And since this review activity only takes about fifteen minutes of class time, it is quick yet extremely beneficial.
However, caution must be taken into account when review is repeatedly covered in your classroom. You do not want your students to become bored or frustrated with the repetition.