Oddly enough i've never signed a player that turned out as a real disappointment. To all the people here who say players like Hazard, Lukaku, Aguero, Dzeko (seriously?) etc. aren't doing a good job for them: You guys really DO have a big problem managing them. Some points to think about:
1) If you just bought a player, don't expect him to score like 20+ goals in their first season. They have to adjust to the new country and competition. This is ESPECIALLY true when they don't speak the language.
2) If you buy a very young player with a lot of potential, also don't expect top performances from him in the beginning, even if they have played in the league you're in before. The perfect examples are players like Neymar and especially Lukaku. I have bought Lukaku numerous times and in the first 2 seasons he almost never scores more then 10 goals per season. But what do you expect, he only frickin 17 years old. Nurture him untill he is 20 and he'll become your star player FOR SURE. Same goes for every other future stars that are <20
3) If you can't even get top class players like Dzeko or even Messi (woopypooky you must be taking some heavy sh*t to get Messi to fail) to give you good performances over a season, then look no further. The problem is you, not the player. Check your tactics, do they work for the player? Check his role, does it work for him? Check your team talks, are you making him angry? etc. Also think about my first point.
4) Don't set unrealistic expectations for a player. Perfect example is wooky pooky who expects Messi to score 30+ goals for him in the first season. First of all, Messi is a winger by nature, not a striker. He is comfortable in the striker position and if you play him there he will score you a good amount of goals, but not 30+ (30+ is probably possible for someone like Messi in ST position, but then he has to very good teammates to help him with that and he has to have a very good season and be in the ideal role etc.) Second, again see my first point!
that concludes my 50 cent...