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For video games what's really helped me is waiting on a lot of releases until at least a year later, after they've hit the bargain bin. Once you're only paying $15-30 and all the hype is long gone good games will still be enjoyable and for me personally the discounted price makes them even better. Recently I've had this type of success with Overlord and Never Winter Nights 2.

Otherwise I know how you feel, I had the same problem with Fallout 3, watch all the trailers, read a ton about it, played it and found it mediocre.