For one, it's probably worth mentioning that most of them will require some form of programming. Even the drag and drop ones usually have a scripting language (e.g., 3D GameStudio has C-Script, 3D RAD has something scary, and so on and so forth) of some kind. I haven't come across any that are completely GUI-based (e.g., no programming) that are actually capable of producing something beyond, say, a horizontal shmup or a top-down 2D RPG. I think it's possible that you could produce something like a 3D adventure game, but from what I've seen it doesn't look like any of them are going to make it easy.