For me it was MTG: Battlegrounds.
If you don't remember this game was a real time Magic the Gathering game that came out in 2003(I think?)
Probably not the worst game I have ever played, but it was the worst one I actually paid money for.
The game play mechanics were screwy and the real time combat made the game frustrating to control.
I think I only played it a few days before giving up on it.
Does someone have a worse game?