Far Cry 2 was the only game I can't be bothered to finish because of this. Just playing on normal it takes nearly an entire assault rifle clip to drop someone.
Enemies also don't show any reaction to being shot unless you damn near blow off their legs with a sniper or shotgun round. Meanwhile, as the star of the game, I have to see my vision go red, break my aim, and dig bullets pout of my flesh as I take damage. So they charge you with impunity if you have the misfortune of being spotted, and you can't break line of sight, even if the enemy dialogue said you did. Oh, and their shotguns don't spray at distance, so they behave like sniper fire.
Combined with exclusively iron-sight aiming, its an exercise in frustration to fight groups of 3 or more.
In Halo 3, I don't play much multi these days, but I always thought it was bullshit that Brutes and Flood could take multiple Sniper/Beam rifle rounds, even to the head, even when unshielded. They are so nerfed compared to multi.
I really like the hit detection system in the original Perfect Dark, and recently in Splinter Cell Conviction. Enemies "feel" all bullets, even when charging, and headshots drop instantly. Rainbow Six Vegas isn't bad in this regard either, shooting enemies in the hands and legs is generally an effective way to get them to break cover.
Edit: wow, forgot about HL2 striders and nearly all the mid-tier enemies in Metroid Prime 2. If it takes me >5 Super Missiles to kill an enemy that's going to respawn a soon as I leave the room, backtracking is going to suck. The first game is so much better in this regard, thanks to the freeze and plasma rifles.