Mine are mostly in the US:

Chicago (ORD) (AA connection
Dallas (DFW) (AA connection)
Charlotte (CLT) (US Airways connection)
Greensboro, NC (GSO) (CO connection, back when they hubbed there)

Outside the US:

Vienna (VIE) (OS connection)
San Salvador (SAL) (TACA connection)

I agree it is a little frustrating. But at least it gives you a reason to go back someday.

BTW, I would guess Dubai (DXB) would be on a lot of people's lists. I did one of the stopover packages there once, but I know relatively few people do.