Final Level: Dark Energy
Why It Sucked: As if Half-Life 2's original ending wasn't bad enough (the G-Man pulls the ultimate deus ex machina, and the game just fades to black), Episode 2 climaxed with one of the series' best characters getting killed—in a cutscene, no less. The rest of the remaining cast were left crying on the ground. Even discounting the fact that that was five fucking years ago, it's a shitty way to end the story.
How We Would End It: How about a boss fight? Another half-hour of gameplay so that players could at least avenge Dr. Vance and feel some measure of closure before putting their crowbars down for half a decade? No? Well screw you too, Valve.