I think that for me, the greatest dissapointment in the gaming industry so far has been the lack of support many companies give to their previous titles. Company of Heroes is possibly my favorite game of all time, and Relic does a better job than many companies at patching and such, but the latest balance patch has been ongoing for EIGHT MONTHS!!! In the meantime the community is bleeding players and lacking in competitiveness at the top because of the balance issues.
As for RPGs, I haven't played one in a while, but Oblivion is my favorite fantasy one by far. Even if Bethesda doesn't do much in the way of support, the flexible editor means that there will always be user-created content if I get bored.
One RPG I would encourage everyone to try though is Freelancer. It looks pretty decent, has one of the most convincing "living" worlds I have ever seen, and you don't have to worry about character stats or creation.
+1 to Guild Wars shout out, I can stop playing for months without feeling bad
