The only movie I have ever walked out of a theater during was "Wizards". I was convinced, by the time I left, that if that woman screamed one more time, I was going to attack the screen with my fingernails.
I turned off "My Life as a Dog" and "Pulp Fiction" in mid-movie, too, but that was at home. The former may be the single most boring attempt at entertainment I have ever encountered. It didn't even have the good grace to be bad enough to be amusing.
My guilty pleasure would probably be "Hatari". Not a piece of cinematic art, but I dearly love the baby elephants, and "Tell me again about my rockets" became a household phrase when I was a kid.