Fallout 3: Pretty much anything. I felt like a dick for pretty much the entirety of the game. After completing Broken Steel, I realised I had blown up the Citadel and Megaton, and poisoned the purified water supply. I turned the game off there in disgust and never went back to that playthrough.
Fallout: New Vegas: Siding with the (comically evil) Legion. No way. The interesting thing is, first time 'round, I was stuck between choosing to back the NCR or Mr. House. I was edging towards Mr. House, but my hand was forced when they both told me to blow up the Brotherhood of Steel. The NCR at least were willing to ally with the BoS, but for reasons I cannot fathom, Mr. House wants them dead and nothing else. I' d had Veronica as a companion ever since I met her, and well, I just couldn't do it. NCR it was. My second playthrough was intended to be a House playthrough, but now I'm Idolized by the NCR and I'm not entirely sure I can just stab them in the back like that. I guess I'm just a big softie at heart.
Also, picking any ending other than Sarif's for Human Revolution (the only one I agreed with completely) for the Deus Ex Machina achievement. It wasn't easy siding with that Grade-A asshole Taggart, I can tell you that.