I'm often finding software that either needs (or benefits from) FPU. I remember having to download specific non-FPU versions of AmigaAMP (or was it AmiAmp?), video players, some compression utilities etc - all day to day stuff really.
As far as games go - as others have already said, the later 3D games will likely need (or massively benefit) from an FPU; I'm thinking Alien Breed 3D, the later Doom ports etc. It won't make any difference to the vast majority of games though
