Ooh, great thread.
My husband and I have often found we prefer the 'second cities' in various places - so Turin as opposed to Milan, Washington DC as opposed to New York...etc. So I'd say don't just pick the bucket-list places/go where all your mates have gone and do the same stuff everyone does...actually plan your visits based on places that genuinely interest you, then do stuff you actually want to do when you get there.
But even within a lot of the major tourist hotspots you actually don't need to go that far off the beaten track (literally a side street off a main tourist street will usually do - it's not about visiting so-called dodgy areas) to find nice, reasonably-priced restaurants etc. So I'd say that in some cases people need to do more research.
We therefore had to think really hard to pinpoint a place we've been disappointed by. The best I can come up with is Hay-on-Wye! The bookshops were really overpriced and there wasn't a great deal in the town just generally. Torquay was another disappointment - though I'm guessing we went to the wrong area of town as we felt quite unsafe even just walking down the high street.
My husband and I have been particularly interested in this thread as we lived in the Paris area for 9 years and commuted into the city for work pretty much daily. While several of the remarks on this thread are not untrue, you really need to get out of the touristy areas. The 17th and the 15th districts are picturesque and stuffed with wonderful, good-value restaurants and bars. And not at all dodgy.
Oh, and at least the public transport works and is inexpensive in Paris - unlike in London (a city we also know very well, including its commuter trains).
I am really glad to see a couple of posters here recommending other areas in the Netherlands as this is where we are living currently. We go into Amsterdam only when we have to. Though it is still possible to enjoy good museums and restaurants there, we prefer to go on a weekday as at the weekends the place is just impossible and walking through hazes of marijuana smoke to get basically anywhere is so unpleasant. If you are really coming to Amsterdam for the canals, museums, restaurants etc (as opposed to just being a sheeple) then you can get just the same in the Hague, Leiden, Amersfoort etc. We attended an international film festival in Vlissingen not long ago. Train networks in the Netherlands are indeed excellent so there is no problem reaching any of these places from the airport. (And this is before you even get to university cities such as Maastrict or Utrecht, which I'm sure don't suffer in these departments either.) It's erroneous to only focus on Amsterdam's red-light district - that's like saying you hate London based on your one trip to Soho.