I will be completely honest. I lost about 3 grand after being up a grand two years ago on party poker.
I then a year later, lost about 2 grand on planet poker.
This year, I bought in for 100 bucks to paradise poker, and now have cashed out over five thousand, I am finally ahead.
But it has to do with the site and your play.
I went back to planet poker, and have lost a few hundred again, all the while, still winning on paradise.

I think planet poker is rigged a bit, not rigged, but it's so small a lot of the players are using AOL to cheat and compare hands. This is the truth. The other sites are big enough to avoid the collusion.