I've ranted on this subject many times to poor unfortunate fools who didn't run away fast enough. Drives me nuts too. What REALLY gets my goat is the ones that:

• Don't have any difficulty levels, so you can't just try an easier level (I-War, Homeworld)
  
• You have to know exactly what's going to happen to stand a chance i.e. it's all but impossible to beat it first time (Homeworld again, the Ground Control mission pack)
  
• Have bosses that require levels of l33t s|<illz way above the rest of the game (Jedi Knight series)

End of rant.

Now playing Serious Sam 2. Big guns, loadsa ammo, no plot and... HOW MANY bad guys?!?!?!?.