In order of most terrible to still terrible but not as terrible:

Horror Games: I refuse to play horror games, because I get trout-scared over anything bloody, gory or scary. So yeah, terrible.

Fighting Games: I do not have the dexterity to input so many different commands to pull off some super-move. The one exception to this though is Super Smash Bros Brawl, where the control scheme is somewhat easier. Still, I'm not guru at the game.

Shooter Games: I don't like playing them because I die all the damn time. I have at best questionable aim, and I always seem to end up dying like all the time.