Oddly enough there was a December 2005 BYO article about the top ten most difficult styles, and a dry stout was on the list.
http://***********/stories/beer-sty...1-beer-styles/1492-the-10-hardest-beer-styles
I just brewed my first stout, so hopefully I have better luck then you. Just brew another stout and let us know what exactley you don't like about it.
Seems like I keep getting a bit of astringency in the beer, and it's a bit too acidity (ie I get heart burn, rather than a taste issue). It's not horrible, and the latest batch actually seems to have turned the corner on this issue, since a week ago it tasted like it had the same issue.
Luckily the water here is pretty darned good, to the point that I believe Cincinnati is the main source for most of the Boston Beer company ales. Historically it's been a big brewing down, and the water quality in general is excellent. However, I might need to muck about with the water to really get what I want.
I also must admit I've recently moved from extract (Brewer's Best) kits to all grain, with one brew under my belt (which doesn't seem to have turned out well, which is fine, it's the first), my next is going to be the Cherry Stout from AHS.