I usually plan a list of games when I go to the shop, and if there's nothing there I like, I tend to give myself about £20 to buy other games I might prefer instead, which turn out decently in most cases. Though nowadays, I buy pretty much everything online.
Impulse buys I liked: Final Fantasy X Children of Mana Kingdom Hearts II Yggdra Union Riviera: The Promised Land Star Ocean: The First Departure Final Fantasy Tactics: War of the Lions Lyrical Nanoha A's Portable: The Battle of Aces
I didn't like: Tomb Raider: Angel of Darkness Heroes of Mana
Best: Final Fantasy Tactics. While I didn't buy it myself, I did ask for it on impulse. I saw it on the shelf and thought it would be like FF7, so I wanted it. When I booted it up and found grid based strategy rather than "Stand and slash" FF7 battles I was surprised but kept going and it ended up being one of my favorite games of all time.
Runner Up: Okami
Worst: Rayman 3D. Grabbed it with my 3DS because I suddenly wanted a game to play in 3D. I played it for less than an hour before it was headed to Gamestop.
RIP City of Heroes and Paragon Studios - Killed by NCsoft. Not changing this line until Dimitri, Moosh, and Ricky appear in another LOZ game (7/20/09)
Worst: Dragon Age: Origins (PC) or Lollipop Chainsaw. The first because I fell for Bioware's marketing BS about it being a 'spiritual successor' to Baldur's Gate 2, and the second was just an average game that I should never have paid anything remotely close to full price for.