Cincinnati Bengals
Arizona Cardinals
Montreal Expos
Pittsburgh Pirates
LA Clippers
These teams seem to have an ongoing commitment to losing. Brewers, Devil Rays, Raptors and Wizards could have almost made this list as well. The Bengals seem to be turning it around, but only after more than a decade as the worst team in the NFL.
Now... if I were simply picking teams that I don't particularly care for (even though some are quite obviously winners)... I would have to choose:
NY Yankees
Florida Marlins (yes, you can tell that with these two choices, the World Series really sucked for me

)
St. Louis Rams
Baltimore Ravens (not a big Billick fan)
Vancouver Canucks