Oh boy, where do I begin here?
Skies of Arcadia: Legends - I quit this one because I reached a point in the game where I can't possibly progress unless I restart entirely. It requires that I upgrade my ship to finish a battle, and I CAN'T upgrade my ship and go back to that part because exiting the area triggers the battle in question.
Final Fantasy VIII - Boring, puts me to sleep every time I try playing it. Theoretically, I can finish it if I find save points before drifting off. Also, why the fuck am I stealing magic from enemies? This doesn't work well in such large doses. It's bullshit.
Pokemon Mystery Dungeon Blue - Yeah, I don't know why I even bothered with this. I don't think the roguelike is a genre suited to me.
Final Fantasy XII - Not quite sure why I gave up, since I was hooked on it for a good while. I think it was just life getting in the way. I really want to finish it.
Mario & Luigi: PiT - Simply isn't as good as the first one. I'll complete it eventually however.
I'm sure there are a lot more, and I guarantee that most are JRPGs.