Depends on a couple of factors:
What video game am I playing? - Is it a lengthy Coop session in Dark Souls then I will hold it in until I can't even chug estus without breaking my bladder before going. Is it a puzzle game I need that bladder empty to focus. Good luck figuring out the last levels of The Talos Principle if you really need to take a piss!
Also if I am watching a movie I refuse to take a break to pee, this make it a horrible thing for me to drink beer and watch lenghty films, I have however obtained the perk "steel bladder" by now thanks to it.