There could be several different things at work, here. Try to consider each aloe you've *killed*
as a separate issue. For instance...the one you killed "almost immediately" could have been injured when you brought it home. Possibly, it was exposed to cool temperatures and maybe it was given the touch of death by the person you purchased it from. Not even your fault!
You indicated that you used to over-water, but don't anymore. If you over-watered an aloe a few times, many of the roots may have died. Then, when you gave it a drought to compensate for the over-watering before watering it again, it may have been unable to take up the water you provided because it no longer had a good root system. Just another possibility!
I always think its a good idea to keep trying. If you've nursed many plants back to health, you are probably just a tiny step away from discovering what you're doing wrong...and very likely, you aren't doing ANYTHING wrong.
Try again! When you purchase a plant, pull it out of the pot at the store. Check to see if it has a lot of roots, and make sure you don't see any bugs like earwigs, centipedes, pill bugs, or gnats. These bugs will all make a meal out of your roots. Make sure that the roots are firm and white, not brown or mushy. If the top of the plant looks good, and the roots do too, you're off to a good start.
Protect the plant on the way home. If temperatures are either very hot or chilly, double bag your aloe to keep it from being exposed to the elements. Temperatures below 50F are the most undesirable.
Once you have picked out a nice spot for your plant, decide if you will water it. You can make a good judgment about whether it is necessary by the way the soil looked and felt when you took it out of the pot. After that, just wait. My aloe plant is HUGE compared to its pot, and I only water it every two or three weeks.
When in doubt, DON'T WATER.