I kinda do a bunch of different things depending on the game. For FE7 and earlier, I typically just use a number. For Sacred Stones up to Shadow Dragon, I just type out the title or abbreviate it (so PoR for Path of Radiance, for instance). For New Mystery, I just say New Mystery. For Awakening and beyond, the numbers start getting too big, so I again just use the title (except for Echoes, I just use SoV).
If anyone every abbreviates Genealogy of the Holy War to GotHW, don't trust them. Same goes with SDatBoL.