A shorter list would be games that I bought that I disliked or didn't think were worth the money I bought them with.
The Force Unleashed, Fable, Fable 2... Apart from that, I rarely buy games that I don't imagine myself liking. Dragon Age Origins and Fallout New Vegas took me a long time to get into, but once I did, they were certainly worth it. One example of a strange one is God of War 2. I bought and played through GoW and LOVED it. I bought GoW2, played it for 20 minutes and then never played it again. Certainly not worth the 60 bucks I paid for it in retrospect, and I don't even own it anymore so I can make up for it (and I probably would could I). Metal Gear Solid 3 as well. I rented Metal Gear Solid 3, beat it. Then I found it for sale for cheap, like 10 dollars, bought it. NEVER PLAYED IT after I bought it, not even once. Then I traded it in, and a couple years later had a hankering to play Metal Gear Solid 1, and the only way to buy it at the time was in a collection taht had MGS 1, 2, and 3. I ONLY played MGS1 in that collection, never had any intention of playing the other ones, and then traded it in. Not much value there either for dollar spent.
If we're talking about less good games gotten cheap that were certainly worth the cost, The Darkness and Dark Sector. Both probably about A quality games (as opposed to AAA), which were released as AAA games, both of which I got for about 10 bucks, and both easily worth 2-3 times that much in my eyes.
If we're talking about expensive games that we got the most enjoyment out of per dollar for expensive games, Collectors Edition Mass Effect 2 and Collector's Edition Assassin's Creed (horrible collector's edition btw, but cost me an extra 10 bucks). Both of which I played like CRAZY.
If you want value in your gaming dollar, there are really 3 companies to look at closely, and interestingly, all B names - Blizzard, Bethesda and Bioware.. all 3 of them make games that are always worth the cost of admission, and anything even tangentially related to them is always great as well.