We all got them and it's time to share them.
For me it would have to be Resident Evil Dead Aim for PS2. Not only did I pay full price for this awful game, but I spent an extra $50 to by a lightgun to play it. $120 later and a very disappointing afternoon of annoying characters, confusing gameplay, and crappy story progression I went back to the same gamestore that I bought it and recouped only about $18 from my original purchase (kept the light gun).
That is mine, now what is yours?