Game Mode has been developed for better X-Fi optimization in computer games. The window is split into a few specialized pages for each of the features. The screenshots follow below:
The Game Mode seems to be the easiest for manual setting. Besides, it offers the user a number of unique features that are unavailable in the two other work modes. This is primarily true for subwoofer settings and surround effects. I would also like to add that if you have a sound system with standard mini-jack connectors, you will be able to really enjoy your subwoofer only in this mode (I had to enable Bass Redirection, and this function is only available in Game Mode).