I feel I should point out I don't hate games. I do find some terribly disappointing, so I guess I'll list them.
The big ones are indeed Oblivion, and to a lesser extent Skyrim. The main reason I find them so disappointing is I honestly still view Morrowind as my favourite RPG, possibly even my favourite game. I've put countless hours into countless characters in that game. The world is imaginative, the quest chains are long, and some are quite well thought out. The main one is actually quite enjoyable if you put the work into reading the lore, which I realise is not everyone's thing but I was fine with it.
Then came Oblivion, with level-scaling up the hooah. It had some pretty cool quest lines, but I couldn't finish some, like the Shivering Isles, because I levelled up my character too much and everything else had Daedric armour and ridiculous health. And the whole world was very much vanilla fantasy.
Skyrim looked cool, and I did put about 60 hours into a couple of characters. But the chains, especially the guilds, were quite short. Overall the whole thing felt very shallow, enemies still scaled, the worst offenders being Draugr, and while it wasn't as bad as Oblivion, I could still kill dragons at level 2. I am thinking of returning to Skyrim with some mods, as it definitely had a lot of potential...
The steady removal of stats and skills didn't help either. Say what you want about Morrowind, at least I could feasibly make a cool merchant, or assasin, or thief, or berserker, or whatever. With the loss of many skills in Skyrim, the boundaries you can set up became smaller.
On the subject of Braid. I like the gameplay of that, I think some interesting things are done with the time mechanic. But I do agree, the story was far too full of "artsy-ness" for me to care about that. I just play the game when I feel like a clever puzzler, which I do think it is. Limbo is an example of how to do a good "artsy" game, I only recently found out the big theory of it all, and it's cool. For those of us who like that kind of symbolism stuff, it's there to see and discuss. If you don't, it's still a fun little game, one I played through with no knowledge or thought of all the "deeper meaning" stuff and still enjoyed. And the game never threw a bunch of text at me to remind me how deep it is. Pretentiousness, that's the difference. I knew I was rambling towards some kind of coherent idea.
Halo is another big one actually. I do enjoy the game for multiplayer with friends. I tried playing through the story and just got very bored, with both story and single player gameplay.