Im going to say Vampire The Masquerade: Bloodlines. I was playing with only official patches, and spec'd in Firearms and ... something else (can't really remember), however was weak as shit when it came to physical combat.
The mission at the factory you had to blow up early on (you know the one) almost made me rage, but i got through it after a butt-load of attempts.
But then, I discovered that the game was a little broken if you tried to play it through as a non-melee class. I remember a boss in Chinatown who turned into a giant serpent/squid/thing, whom I must of attempted 40+ times, but could never kill. In the end I purchased all the guns and ammo I could carry, but I couldn't get the boss any lower than around 1/3 - 1/2 health.
Yeah, I gave up on that game.
------------
Actually, thinking back to when I first got my PS1 (I would have been around 6-7) the only game I got with it was Gran Turismo.
Nope, there it is. That was it, Gran Turismo 1 - licence tests - age 6.
So many tears.