I think my least favorite genre is real time strategy (RTS). I get frustrated when, after taking the time to build up my base, I have to then start over in the next level. It would be like leveling up, only to get kicked back to level 1 when you enter a new area, where you are then forced to re-learn the same skills you just acquired. Some RTS games have fixed this and allowed more to carry over, but I've never bothered to go back. Though I do find it odd that I enjoy the tower defense genre of games, which is an offshoot of RTS.
I also find that I dislike first person shooters and stealth games, but I'm willing to tolerate them for a good story or a unique experience.