Have had go-arounds twice in many years of flying. Most dramatic one was landing in Sydney after the 14 hour flight from SFO -- with low ceilings, rain, and just after the curfew lifted. Apparently another heavy had not cleared the runway with enough separation.
I can't imagine something more frustrating -- after so much flight time, you just want to get it down safely. And then, who is responsible for the extra 5,000 pounds of fuel burnt doing the go-around because someone was a slowpoke off the active... ?