Mostly RPGs and RTS, sometimes a couple of FPS. Generally, I play a lot of RPGs, but it's pretty rare for me to actually finish the thing. The only RPGs I finished before losing all interest in it was Pokemon Yellow & Gold on the GBC, Paper Mario on the N64 (I even finished it twice), Orcs & Elves on the DS and Fallout 1 & 3 on the PC.
I never got out of the first disc of FFVII, a friend of mine lended me FFVIII and I never got past the second disc, I never killed the last boss of Parasite Eve, Final Fantasy X and Paper Mario Thousand Year Door. Recently I re-re-replayed Chrono Trigger on the DS and I got farther than I normally would, but I still don't finish it before losing interest on it.
Most recently, Prince of Persia 2008, I just got simply annoyied by it, lame bosses with lots of quick time events and a lame Prince made me uninstall it half way through and never looked back, ever again.
I never got past lvl 40 in WoW, I never finished Diablo 2 and the expansions of Starcraft and Warcraft 3. I never finished Banjo-Kazooie Nuts & Bolts... I could go on and on and on... and on...