Sid Meier's Civilization V
More gripes: I really, really wish that enemy cities could be razed by damaging them, rather than having to attack with ground units capable of invasion. It's immensely disappointing that, after investing technology and military funding into naval and air units, I can bombard a city with artillery and battleships and bombers and nuclear missiles until the heat death of the universe, but the city will still be able to bounce right back in a few turns. (At least nuke radiation cripples the city's nearby economy.)
Edit: apparently it is possible to nuke (most) cities into oblivion, given that it requires more than one nuke.
I'm also a little upset with the "Quick" game pace, which allegedly just compresses the game's turns, allowing the same amount of activity in less time -- but having won a science victory in Standard pace, and then being unable to finish the necessary research for it in Quick - despite more than adequate science investment - I'm pretty sure that's a lie.
Unfortunately one of the trade-offs for having a lot of options is that, inevitably, not all of them can be winners. I guess it's all a part of the learning experience.
Edit again: apparently this was because I didn't have enough cities. I didn't realize until a game or two later that, while stats such as happiness and culture become more difficult to build with more cities, science only scales upward. I'm learning so much!
Progress: Won a Warlord (Easy) campaign, failed a Prince (Standard)