Bad luck happens in all forms of poker. Not sure how your hand went with AA, but the simple fact is that any hand can and does lose. I actually think that online cash games can be more profitable on a day-to-day basis than tourneys, but you definitely have to be disciplined. If you're having a run of bad luck, it's important to stop playing sooner rather than later, and try agin later, or another day.
On the other hand, if you're talking about a live cash game, from what I've heard, they are definitely not for the faint of heart. Sounds like they attract maniacs.