Where to begin?
Any PC game that I stupidly purchased without incredible research, Halo 2/3, Bioshock, Fallout3, Oblivion (huge Morrowind fan), anything Blizzard ever released outside of Diablo 2 and Warcraft 2, KOTOR 2's storyline, any racing game other than NFS Black, all but the second Burnout, Turok 2/3, Resistance Fall of Man, Dues Ex: Invisible War, Thief 3, anything by Will Wright (Sims, Sim City, Spore, etc.), or by Peter M. (the guy who did Fable, Black and White, etc. I can't spell his last name off the top of my head), all of the original Half Life expansions (with the exception of opposing force), anything by BioWare (other than the original KOTOR, and Mass Effect), all shooters for PC beginning the day Doom 3 came out (with a few exceptions), any MMORPG I've ever touched, and anything other than Brawl I've ever played for the Wii.
I also felt ripped off for simply playing the demo of the new Turok. I still want my expectations back from the developer. Or money.
I'm also worried about Diablo 3 and Starcraft 2.
So yes, I've felt ripped off paying for games before, and I will again, many times I'm sure, until people put a bit of effort into the craft.