That is up to you. Are you reinstalling just the OS? If so then that one for sure. Most likely the games one will need to be cleaned off as well as the games have files that are attached to the OS and wont run after the reinstall. Same for the programs. The Documents one shouldnt make a difference as they are jsut files that can be opened no matter where they are stored.
If you have your programs or games installed on another disk than the OS, you can just delete their folders after re-installing the OS, and then re-install them.