Oh boy, a bunch of games I haven't finished...
.hack//Quarantine: It was really annoying that you needed so many virus cores in order to proceed with the main story. And since you are so late in the game, its quite annoying to get some of them. Not to mention that it felt like almost every other monster that came out of a portal was a data bug, so you'll be data draining like crazy(least thats the impression I got as I believe one of the main story missions had a dungeon filled with data bugs). Then I played the G.U. series, and I find it really hard to go back.
Devil Survivor: I'm not really sure. I guess it was because I didn't really have strong enough demons/useful skills to do a mission. I believe it involved saving random npcs, and if any of them died, it was game over. Found it really annoying.
Final Fantasy 3 DS: I'm only 3 hours or so in, but I guess the story didn't grab me. Will go back later though hopefully.
Final Fantasy 12: I absolutely hate the combat system. That and the super big areas were a bit too much. But mostly it was the combat system and the really annoying fact that enemies kept respawning.
Xmen Legends 2: I was getting my butt handed to me in one of the missions. I mean, I was getting wrecked.
Valkyria Chronicles: I love this game sooooo much. But I got to a point where I need to level up my squad a lot in order to proceed(think I need access to the grenade launchers). I already bought the 2nd game, but I really do plan on finishing it.
Dragon Quest 8: Not sure really. I was enjoying the game, but for some reason I just stopped playing. Wasn't getting too hard(though it was sometimes annoying); I just stopped.
Final Fantasy 7: I got to the final dungeon with my party at level 70 or so. Ran into this big dragon that kills me in 2 hits. Course, this was about 10 years ago, and I'm trying to pick it up again.
Final Fantasy 8: I know I got to the last disc, but I stopped for some reason. Think I was trying to get the bahamut summon but couldn't figure out how(like ff7, this was years ago).
Arc the Lad 2: I was at the final dungeon, but I kept getting lost(which would cause the very hard monsters to respawn). I remember saving then stopping for a month. When I came back, my save file was gone for whatever reason. Keep in mind that in the final dungeon, your characters would be around level 120-140 or so. It was one of the few games to go beyond level 100(with the starting level being around 5 or so). Haven't touched it since then because I was absolutely devestated.
Persona 3 FES: Love this game. But honestly? That final boss for 'The Journey' was really fraking annoying. Takes about 1 hour to get to his final form after going through so many others, then he constantly kills me. Wonder how much easier it is on the PSP, seeing as how you can actually control your characters in that one besides yourself. Though I must admit, it was my first SMT/Persona game. Haven't done 'The Answer' yet, but I know what happens.
Fire Emblem: Radiant Dawn: Love the series, and I managed to beat the really annoying/hard(for me anyway) Path of Radiance. But this game is really hard. I know I got to one certain map that I instantly knew I was gonna get crushed on(this is back with the first character you use, Sothe an Micah I believe?), and haven't touched it since then.
While I haven't really bought these games, I have borrwed them from others
Prototype: I honestly cannot get connected to this game at all. I don't know what it is, but I just can't.
Red Dead Redemption: I got through the first act, and did a bunch of missions in the 2nd, but like prototype, I just can't connect to it. Then again, I wasn't really much of an 'Old West' type of guy. Also, I hate almost every single person I see in the game. Everyone is just so...unlikeable to me. Then again, maybe its the appeal of the game.
Sure I'm probably forgetting something, but thats all I can think of right now. Sorry for the long post! Lol.