I tend to always pay attention to reviews when making a purchase (unless, of course, there's a way for me to try the game myself). I can totally understand not taking the word of a reviewer as gospel, particularly if it's just a single reviewer, but I'm a little perplexed about those claiming to never take reviews into account. I find myself wondering how they determine what games to buy if they can't try prior to purchase.. perhaps they just read previews (which are actually more prone to bias than reviews are), watch gameplay trailers (which can be edited to totally misrepresent the game), or listen to friends who already tried the game (which will not only be late but are also *gasp* just reviews too). Maybe they decide based on the box art.. I mean, Ico and Mega Man 1 were crap games because the box art was bad, right?
As for my personal negative experience with reviews, I have to go with Fable 2. So much praise and even a few GOTY awards for such a lackluster game. Oh well, at least I was able to trade it in before the value went down much.