Final Fantasy VIII, XII, XIII: Until after XIII, which ultimately killed any future interest in the series, I used to look forward to new FF games. After enjoying IV, VI, and VII, I thought the series could do no wrong. Then VIII happened, which was Strike One. IX and X were better, and I give X-2 a pass, but after buying XII at launch... the magic was gone again as I hated the battle system and couldn't have cared less for the storyline. And then came XIII, which was a letdown in so many ways. Yuck.
Castlevania: Lords of Shadow: I bought this during its midnight launch, as a fan of the past CV games... but this, to me, wasn't a Castlevania. It was a second-rate mashup of a bunch of other games, missing a lot of the things that I expected from a Castlevania experience. Not only a disappointment... but one of my biggest gaming regrets.
Ace Combat: Assault Horizon: Like Castlevania, I am a big fan of the Ace Combat games, so buying Assault Horizon was kind of a no-brainer. Despite the misstep that was Ace Combat 6, I believed in the Project Aces team and thought this would be a return to form. Boy, was I wrong.
Game Room: I spent a ton of money on this, only to see support erode inexplicably before ending just prior to (allegedly) getting Sunset Riders released. Sad that Krome went under, because I personally liked the idea here. It was as close to owning my own arcade as I'll probably ever get, and support dried up before its full potential was realized.