You've already answered your own question: What you're doing wrong is not being up front and confronting them. If you haven't already, figure out what it is you're looking to get from a relationship. Then, if you use a dating site be up front in your profile about what you're looking for ("Although I'm not looking to get married today, I do hope to marry again one day. At the moment, I'm looking for a nice guy that I can have fun going to movies and dinner with, and that will lead to a longterm monogamous relationship"). If you meet a guy out somewhere and go on a date with him, don't necessarily bring it up on the first date, but I'd say by date three I'd ask exactly what it is he's looking for, if for no other reason than to know where you stand.
If something seems odd to you, ask about it. Either they clear it up and you continue dating, or they don't and you move on. Better to move on early on because something was off than to have invested your time, your emotions and more into him and then be trying to move on. Confrontation doesn't have to mean a screamfest in the parking lot. It can be as simple as, "You live in an apartment on Spring Street? That's odd, I could swear I remember you saying you had a house out on Lake Drive. Am I mistaken?" It's an easy way for them to save face if it's a simple matter of he fibbed to impress you out of good but misguided intentions, but lets them know you're onto them. And if there's a lot of things like that, consider that he might not be the guy for you.
I'll be honest with you, my boyfriend and I met on okcupid.com. And we discussed what we wanted from a relationship before we ever even met in person. We were both very clear that we were looking to eventually be married. In fact, as my boyfriend phrased it, "There's two ways this can go. Either we break up early on, or we eventually get married and become a family." We didn't break up.
I think his statement is a good way to look at it, though. If eventual commitment and marriage is what you're looking for, then there is only two ways it can go: you either break up or you get married. And do you really want to marry a guy to find out he's a loser or a jerk or a cheater or any of the other countless things you could find out just by confronting his shady parts?