I commonly find that protagonists are one of the following:
Stubborn and naive. Unwilling to accept a revelation in spite of opinion-crushing evidence. Example I encountered recently:
The cast of Final Fantasy X. While I enjoyed much of the gameplay aspect of this game, I felt almost every character was terrible or horribly cliched in some way. Let's take my least favorite example: Wakka's personality is boisterous and obnoxious, creating a cliched persona for his athletic nature. On top of that he is a devout believer in the religion of Spira and continues to deny the corruption within that religion in the face of absolute evidence of that fact. On top of that the character, at least at first, displays outright racism towards the Al Bhed with little justification. While no other character on the cast rubbed me the wrong way as much as Wakka, they all have similar character issues.
Let's take another example: Auron is the badass of the party. He has the brood in the corner veteran take on life furthering his 'I'm a badass' cliche. In addition, he knows rather a lot about things the party continually asks questions about and only seems to reveal vital information after the moment when it would be most useful; his excuse for doing so often being a weak justification.
I've been attached to Final Fantasy characters before, but X was a failure in that sense. At least to me.
or
Extreme psychotics. Characters whose main methods of communication include threats, intimidation and murder. Example I encountered recently:
Kratos of God of War. I understand the Kratos is supposed to be like that. He's a frustrated, angry god-killer gone off the deep end. But it sure doesn't help you connect to the character. If I want to see a story through it's because I share a goal in the story. I want to see the protagonist succeed in taking down the corrupt authority. I want to see Max Payne revenge his dead wife and child. Kratos, on the other hand, I want to see die. The fact that you are designed to be 'so badass it hurts' doesn't mean you're likeable, quite the opposite.