Hmm, what am I bad at? Good question. Well, bull hell shooters and most shmups in general. Only one I was ever good at was U.N. Squadron for the SNES. All other hate me with a passion. Most tactical RPG's as well. I don't really like thinking strategically and just go in, guns blazing, or in most ones I've played swords swinging.
Any game where rhythm and coordination are the primary mechanics. DDR, Guitar Hero, etc. Even my favorite RPG, Legend of Dragoon, had rhythm based attacks, so I had to grind until I saved enough gold to equip my entire party with an item that gives you a perfect success rate... even though it's the most expensive item in the game =p