Heroes of Might & Magic 5. I never really did it right, but it's turn-based strategy and you tend to start off with one town as opposed to your opponents 3+. Given basic math, he'll simply outproduce you and become completely unstoppable within two or three weeks of gametime (which is about twenty turns), basically forcing you to rush and take out one or two cities within the first week of any given campaign map, usually with less forces than your opponent has. And this is on the easy difficulty.
Mind you, it's definitely possible, as people have completed the game on the heroic setting, but my logical mathematical mind can't cope with being at a constant and distinct advantage.