In reading online I've seen some people saying that system restore doesn't work? Is this true?
Sometimes it works, sometimes it doesn't. Depends on system restore itself working as intended, whether you have a clean restore point to use and the type of infection you had.
In many cases, online gaming sites are infested with a smorgasbord of malware that can lead to other sites where malware is lurking. They are an increasing source of malware which you can inadvertently download without knowledge or consent. Users visiting such sites may see innocuous-looking banner ads containing code that can launch annoying pop-up ads and even change the home page settings of your browser. Further, gaming sites can put you at risk to fraud, phishing and theft of personal data.
You should use programs like Ad-Aware, Spybot and/or SuperAntispyware to scan your system and remove anything bad they find on your system as well as weekly scans with your anti-virus.
See BC's List of Virus & Malware Resources
See BC's Freeware Replacements For Common Commercial Apps
Why would you want to keep links to dead websites? Part of your regular maintenance should include cleaning out Temporary Internet Files (TIF) folder.