Shadow of the Colossus is the big one for me. While I loved Ico, I can enjoy open ended worlds to go about your own pace, giant monsters, and I can get by with just wandering around in more or less empty sections (Wind Waker, Fallout, etc), Shadow of the Colossus just never hit the point where I had fun with it.
It's like Citizen Kane for me. I can understand why people see something great in it, I can understand the artistic and technical aspects that enhance it so highly, but to me it's just a boring experience which I never can last long trying to enjoy.
Star Craft I and II. I prefer to take my time, build huge armies and bases, feel like I'm going to conquer with a real force. These two games and some other RTS, it's speed focus and ability to swarm effectively so often just doesn't fit the experience I'm seeking. Of course I never got much into multiplayer for any RTS outside of Total Annihilation.
Animal Crossing, Harvest Moon, Nintendogs, Sims, Sim City, and so on and so forth. Life simulations have never entertained me and any joy I get out of it is quickly left behind once the initial novelty of it wears off. The only exception to this is Sim Tower. Not sure why, perhaps because it was originally designed around to feature functioning elevators programming, but I've enjoyed playing it.
Gears of War series. I can't even get past thirty minutes of the game as I just can't stand trying to control the character around. I don't give a damn about meat heats or over the top gore kills. Cover system is nice, but when nothing else feels right to me to play I just don't see much point in continuing to play. Lots of fun for others, but for me it's never going to be unless they somehow turn everyone into giant robots and fight over Energon.