In most any game that gives me a choice of being good or bad, 95% of the time I'll be good. I'm just that kind of guy, I find it nigh-on impossible to be anything like a douchebag. Everybody loves me in Elder Scrolls, I have a little halo over my head in Fable, and I filled maybe 4% of the renegade gauge in Mass Effect 2 and maxed out paragon.
Alright, it took me a minute, but I got one. Many, many years ago, I played Star Wars: Dark Forces 2 - Jedi Knight. High-five if you remember that game. Of course, being a master of the Force, you had a choice of investing in Sith or Jedi powers, in addition to neutral powers. Once, I tried going pure Sith, just to see how useful the powers were. However, somewhere near the end of the game, your comrade, bestest best friend and main squeeze is put on her knees before you by the evil guys, and you are told to kill her. Whether or not you do makes a HUUUUGE difference in your alignment. I chose to kill her, just for the sake of being a Sith. And it hurt.
Unless I'm remember it wrong, and it was an entirely different guy. Either way, I remember an incredibly difficult decision that made me feel bad.
OOH! Final Fantasy VII. Having to be the one pressing the button to raise your sword against Aeris. You don't actually do it, but god DAMN it was hard to do.
Incinerating the Companion Cube in Portal. Okay, that one wasn't as hard as the others, but GLadOS taunting me for doing it so quickly - I get the feeling that even if I waited an hour, she would've said the same thing, anyway - really struck a nerve.