To be fair, Orlando did reach two NBA Finals. The first time, they ran into the juggernaut that was Houston. The following year they were in the conference finals again and ran into perhaps the greatest team ever in Chicago. Then Shaq bolted.
The second time, they ran into quite simply a better team in LA. Followed that up with another conference finals appearance again losing to a better team in Boston. Rashard Lewis gets old and then traded, Hedo gets old, and the run ended.
They had a couple of nice runs, but it is Orlando and no one wants to live there very long so it really hampers what they can do in free agency (especially with the new rules in effect and Howard having such a large contract). Also, had Shaq not left, they would have won multiple titles, but it is what it is.