The two that normally annoy me are:
1) escort missions - I actually don't mind the idea of them, but its normally a given that the AI is so poor on whoever you're escorting they will immediately kill themselves at the first opportunity, which is of course pretty annoying...
2) get out in time - again, I don't mind the idea, but mostly they seem to be based around knowledge you don't have (i.e. which way to go or that a trap has been set around corner 25) and again get annoying fast as they become an excercise in trial and error (I mostly hate trial and error gaming outside of certain game types)
Defend the base is fun, particularly in COD1 and 2, where it gets pretty intense as you try and stay alive long enough to see reinforcements. Sometimes it can be annoying if it becomes too trial and error - but mostly I find if you've been given time to think about your defense its okay. I think Unreal 2 had the best defense missions I can think of - where you were given plenty of time to setup defense turrets, etc. before the mission began, after which things got crazy fast.
Try to be reasonable... its easier than you think...
