Lair: I didn't mind the controls too much, and the plot kept me interested through one playthrough, but it wasn't good enough for a second.
Kane and Lynch: Pretty much the same as Lair, except with an ending that sets up a sequel that nobody who finished it will buy.
Mercenaries 1&2: I took down the first ace in the first game, saw that there was no new ground to explore, and haven't played it since. With the sequel I finished the oil company missions, found out I needed to turn against them to advance the story, and will be returning it go Gamefly today.
Bioshock: I've only played the demo and I'm already bored with it.
GTA4: If it weren't for the online play I probably would have sold this by now.