Resident Evil 4 (onwards, but 4 in particular) - I bought a Gamecube to play this and got bored after half an hour. I kept on playing, thinking that it would get better, but it never happened. I just can't understand why people liked it. It controls horribly for a third person shooter. Having to walk a few steps, stop, aim, shoot, walk a few steps.. whilst blundering about like a barge just isn't fun. The plot is a load of rubbish (save the president's daughter.. really?). The whole thing reeks of backwards game design wrapped up in shiny graphics with a known brand slapped on the front. /rant
Heavy Rain - I wanted to love Heavy Rain. I loved Farenheit, despite the wonky last half hour. Somehow I could just never get in to it.
Jet Set Radio - My friends raved about it, I bought it and just couldn't play it. After spending a gajillion hours playing THPS everything just felt really floaty. Maybe I am just terrible at it though.
I sort of agree with the comments about JRPGs. I take the view that Baldur's Gate 2 is absolutely everything that an RPG should be. You can pretty much play the game how you want, happily lying to rival NPCs about helping them then screwing them over and taking all the loot for yourself. The combat is great, the character customisation is fantastic, the sub quests were unique, the graphics are.. were.. ok, so they were never amazing, but still.
JRPGs, on the other hand, seem to be generally very linear with limited choice in NPC interaction and character development (eg, your spiky haired emo lead will always be a spiky haired emo lead) and a huge focus on grinding against slimes. The last JRPG that I played and enjoyed was Rogue Galaxy, but even that degenerated in to a grind fest half way through. I bought and tried to play a load of them (various FF games, vandal hearts, Grandia etc etc) thinking "this is a Role Playing Game, I should love this". When it comes down to it, there just doesn't seem to be much role playing going on.