I'd probably say Eternal Sonata as well. As a fan of (J)RPGs and a huge classical music nut (I'm studying music history if that's any indication), I had huge hopes for this game, of which the concept had so much potential. Unfortunately, it had a somewhat entertaining yet broken battle system coupled with a story that wastes hours asking "philosophical" questions in a laughable pretention of depth, and yet goes absolutely nowhere. It tries to be poetic, but comes across as naive.
The entire game felt unfinished, and left me very dissapointed. Pretty much the only thing I liked was the final boss battle, for some reason.
That being said, Eternal Sonata isn't my worse dissapointment. That honour goes to Harvest Moon: A Wonderful Life for Gamecube. Never had I anticipated a game so much. I never got to the third chapter (out of six). Again, much potential, but so poorly executed...