I dont have much of a problem with either dying heroes or unrealistic worlds in general, also niether one is guaranteed to make a movie good. Here are a few things that annoy me.
When the writers take 3/4 of the movie to set up some really intricate situation, with absolutely no plan on how to resolve it. Then, all of a suddent its like "Alright boys, wrap it up, we're out of time". I'm looking at you, departed!
Movies that treat me like an idiot with the whole "Get it? Get it?"
Movies that try to use a horribly unconvincing and over complicated plot to make themselves feel smart. Ala matrix 2. Or movies in which the plot makes no sense if you know the final twist. Any the main character is the killer movie.
Movies in which the odds are so far against the good guy, that halfway thru the movie the bad guy has to go from a evil genious to a drooling retard just so he could loose.
Badly made political statements, that try to shield themselves from criticizm by hiding behing the super fake reality feel. Syriana.
One theory goes that the reason for movie suckage is the cost of producing one, especially given the cost of special effects. With so much money invested in the movie, no one can afford to take a chance, and they have to make a movie that everyone is guaranteed to sorta like.