I don't like The Rolling Stones. I can sort of see why people love them and they're clearly very important. I'm not sure I'd call them objectively good, because I don't want to open up that can of worms, but I can see what you mean. I feel similar about U2, although at least with U2, I could probably put together 10 or 12 songs of theirs that I like, even if they haven't released an album that I love.
There's lots of other bands that are critically loved or are probably 'important', but TRS are the first one that comes to mind.
Edit: That Captain Beefheart album is brilliant ha! Never heard anything else like it, it's such a mess.
Another edit: Metallica, Slayer, Iron Maiden, Megadeath etc. Can't get into that sort of metal at all.