Heavy Rain took a little too long. There's only so much entertainment gathered by watching a giant head move around on your TV.

When you go into a battle in Yakuza and Yakuza 2, the screen goes black and introduces the fight for a little longer than necessary. Just running around in that game can be painful enough without that as well.

Honestly though, loading times don't bother me too much. They would annoy me if I was playing for hours and hours on end though.