For me, they'd be:
1. GalCiv II and Dark Avatar: They were rated so highly, and I liked Master of Orion I and II, and from everything I read about them they sounded like they'd be great. Unfortunately they turned out to alternately bore me and annoy me. I ended up quitting for good right after I conquered an enemy in one turn, the same turn I declared war on them, by simply having my entire fleet fly right past his warships because they were unable to react because of the game's design, then by blowing up the few ships orbiting each planet one at a time, and then by sending transports right past said enemy warships (and military starbases) to said enemy planets... After that victory in which the enemy was completely unable to respond, despite having a sizable fleet, I went "This is bullshit" and quit. There were half a dozen other things which bothered me about GalCiv II, though.
2. Civilization III: This also annoyed me. It was nowhere near as good (IMHO) as civ II or SMAC was, and it had a number of annoyances that made it frustratingly un-fun, but amazingly, Firaxis somehow fixed every single one in Civ IV. That said, I've talked to people who prefer Civ III over Civ IV, so it's personal preference. One of the big annoyances was that they had removed Zone of Control without giving you closed borders, making it impossible to close your borders without physically blocking them with a 100% solid line of units. They gave you the ability to demand that the AI remove their units from your border, but they made this annoy the AI. Do it enough times, and they'll declare war. The problem is, the AI repeatedly sends settlers (escorted by troops) into your territory in an attempt to cross it to colonize the territory beyond (or in pockets inside) it. So you either have to waste valuable resources and time churning out units to build a wall of bodies, or let the AI through, or say GTFO repeatedly while getting ready for war, because inevitably, the AI will go "NO! THIS MEANS WAR!"
In Civ IV, with each other civ, you have closed borders by default, unless you have agreed to an open borders treaty (which can be cancelled at any time with no penalty IIRC).
3.World of Warcraft. It's lower than the others because I did get some fun out of it, before it turned into "HAR HAR Run for 5 minutes to get resurrected again because your quests sent you to another map filled with deadly NPCs and high-level horde PKers! OH WAIT THE HORDE KILLED YOUR RESURRECTING NPC ALONG WITH THE REST OF THE TOWN'S NPCS! Now you have to wait for them to respawn! And then you've got good odds that the Horde will kill YOU, in town, causing even MORE damage to your items! HAHAHAHAHAH! Unless you manage to run to the griffin master before they kill either you or him... Of course that means you won't get any of your quests done." at around level 25-30 or so. And this was when level 70 was the highest level, and there were level 70 horde running around ganking everyone in the level 25-30 alliance areas. Probably I should have started on a non-PVP server. Anyways, it's a good way to not get addicted... I didn't renew the subscription after the first month, so I only spent the $60 price of the boxed game, and I had the 15 day or whatever trial period before that.
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I didn't waste any money on Master of Orion III, thankfully, or it would probably be on the top of this list. I had read reviews about it and... they were not good. The lack of a demo was not a good indicator either. I ended up "trying it before buying it" because of the lack of a demo, and because I hoped that maybe the reviews were wrong - but I saw for myself that it really was that terrible. I ended up getting rid of it and not buying it. It's a shame, they had some nice ideas, but they completely FUBARed the game. Of course, that may partially be due to the principle of "Just because an idea sounds cool, that doesn't mean it will actually be fun."
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I've only played AOE3 multiplayer, never tried the singleplayer, but didn't think it was bad, really. The cards stuff was a bit odd and probably unbalanced, but I wasn't playing with random internet strangers. I don't think I've really liked the campaign of any RTSes except for