Damn, sorry to hear you didn't enjoy the film Matt.
To be fair though...at least from my view point of the film, isn't that what Refn is ultimately going for with the audience? He's directing/written characters you SHOULDN'T like/care about. It all comes down the themes of the film and peoples descent into narcissism.
Jessie, in the beginning, was a character I liked. I liked that she was different/stuck out in a sea of manufactured clones. In a way, it kind of was reminiscent to how modeling has become as an industry. (Or it's just always been that way).
But then she descends into arrogance and being conceited, a great 180 on the part by Fanning, and you truly feel she is a different person. When she started spewing her trash about "I don't want to be like them...they want to be me." I was like, yep...you're done. I didn't like her anymore.
I liked Ruby's character because I thought she meant well but then, you know, she kind of pulls her things at the end and I'm like, okay...you're not who I thought you were.
I thought Refn did an exceptional job directing this but, as someone said above, Refn isn't for everyone. Again, sorry to hear you're disappointed leaving the film. Kind of feel bad "hyping" it up for you.