I'll catch hell for it, but Battletoads on NES is my all-time worst game experience. I spent days trying to get past the first few levels. It was just brutally hard, poorly balanced, and totally unforgiving. For a kid with limited game rental opportunities, that was a big deal. To date it's the only game I truly regret playing.
I've been careful (and fortunate) to avoid the turds of gaming since then.