I'm too poor to get a console every two minutes but I've got so many games on my Gamecube and PSone that I've never got around to playing that it doesn't bother me.
I'm currently (when I have the time) trying my best to play the Devilish Eternal Darkness, a great story and really inventive but also really frustrating at times.
The game can throw a really tricky moment at you at the beginning of a level which can lead to having to sit through the loading screen and a cut scene over and over again while you try to get passed it (why can't they let you skip that?).
Jedi Outcast was the last game I finished and that was fun but I managed to complete the final level without knowing how I actually did it, which is sort of the other end of the spectrum.
Game designers need to remember that most people play games in fits and starts so there should be a bit of a learning curve to each level as well as in the game as a whole and the end should be only accomplished with skill, there is nothing worse than spending ages going through a game only to have a blink and miss it conclusion caused by a slip of the fingers.