Interestingly, I've only had four or five, but they've always been on LH (which I fly less often than other * carriers). Most were in poor weather conditions, but I recall one time flying into DEN when the pilot said that the approach they had been assigned was 'too tight' and so he elected to go around.
At the time, I remember wondering if LH had a particularly 'liberal' policy towards rejecting landings or if i was just (un)lucky...
-Kush