The 3 settings I most want to like but cannot get into are Forgotten Realms, Planescape, and Midnight. I like elements of all 3, and have books for all 3, but playing in them just doesn't work for me.
FR, on the outside, looks and reads great. But when it comes down to the fine details about the setting, I just don't want to play in it. I don't like a setting where I know that my PCs will, at some point, be sidelined by the big guns of the setting in some way or another.
Planescape is a very interesting setting, has some adventures and ideas that I'd love to explore, but when it comes right down to it just feels "wrong" somehow. I can't be any more specific than that.
Midnight is a great setting. I have several of the books, they are all very well written, I love the premise. But in actual play, it's just too damn depressing. I played in a Midnight campaign for several months, and eventually the game just died out. I got tired of constantly being on the run, always one step ahead of the villains, just waiting for them to finally catch up to us and take us out. It just got old after a while. I wanted something upbeat in the game, and it just wasn't there.