There are two I know at suck at, probably more that I won't admit to:
Fighting games, at least ones which have been designed with any kind of complexity or character balance (lookin' at you, Guilty Gear XX^Core+.) I've never quite figured out the nuances of feints or move cancels. I'm pretty good at SMBB, but while I actually like the game I feel it's more "social lubricant" than "fighting game."
Real-Time Strategy: I'm just not enough of a micromultitasker, and I always seen to shore up defenses when I should be attacking and attack when I need the troops at base.