-Unskippable cut scenes immediately followed by difficult action/boss sequences.
Perfect example: Mass Effect, on Noveria when you're going in to fight Benezia, there's a fairly lengthy dialogue + cut scene to go through. Granted, you can speed through the dialogue, but it's still a pain. That was probably the hardest boss fight in the game. They actually do the same thing in 2 or 3 parts of that fight, but luckily you can save between each portion.
-Exploiters/Glitchers. I can deal with a multiplayer game having flaws, and I can deal with people finding and messing around with those flaws. I've done it myself. But I cannot stand people that exploit those flaws during gameplay to their advantage.
-Excessive collection quests. I can handle collection quests, they're a standard staple of many games; even more so now that Trophies/Achievements are widespread. But some games just go (in my opinion) too far.
GTA's packages/tag sprays/pigeons. I hate them. The only time that excessiveness becomes passable to me is when there's an ingame system that either shows you which you've collected or which you have left to collect.
-Secret info that can't be found in the game, but can affect the gameplay.
FF12 had this, there were 4 chests that you had to completely avoid until a late stage in the game. Opening any of them would disable your ability to get one of the best weapons in the game. There was no indication within the game which chests these were...
Pokemon falls under this too. You're waiting at the bus stop playing on your handheld, and suddenly one of your pokemon is about to evolve! Do you let him evolve or is there a move you want that requires he reaches a specific level before evolving? Better hope you have your guide with you...
-Bad interface/menu designs. This isn't usually an issue to me, I can pretty much adapt to what the developer felt was the best way to tackle an interface, but I just had to mention Fallout 3's save interface. I hate it. Autosaves each start a new save file instead of writing over the previous autosave? I don't know, maybe there was an option somewhere that I missed to change that...
So one day I was going through deleting all the autosaves that had filled up my memory card, when I accidentally deleted my most recent save on the card. Whoops. There goes my 18 hours of gameplay.
Luckily it was my second play through (I was going for 100% that time around). I wasn't even really all that mad, it was my fault for not paying enough attention, but it was frustrating enough to make me shelve the game and move on to the next. [/rant]