Oh, and I know you can save anywhere in Mass Effect, but I hate playing for an hour, and completing random side missions, only to walk through a wrong door and getting ambushed/killed without being able to continue. Now, I save my game every 10 minutes.

How about the Facility Invincibility cheat unlock mission in Goldeneye 007? You know the one where you have to run through it on hard in like a minute. The only snag? Dr. Doak has only a 33% chance of being in the right place to allow you to complete it that quickly. So you'd be doing everything perfectly right in the first half of the level but Dr. Doak is not in the right place, so fail.

Note to game developers, please set up a mode hard-wired to have the right conditions for winning anything that hard. It would have been easy (in Hard mode, Dr. Doak should have always been in the first lab room).

 Ugh, the Flood levels started off great.  The atmosphere was pretty awesome and it was pretty tense but they got old really quickly.  From the same enemies constantly that weren't that hard to the stupid hard guys that evolved on the wall, I just wound up hating the flood level.  

Also, the level in the ship with the flood was just confusing as fuck and I got so lost in there that it also pissed me off.  I'm pretty sure there were other things I hated about the flood level but it's been too long to remember or care now. 

It is not that hard. Just run away from the graveyard (the archers will not follow). And if you did the 'save citizen' missions, you'll find a group of vigilantes (or scholars, i don't remember) near the graveyard; they can  help you too.

Fire Emblem X:  Radiant Dawn.

I was in one of the later maps where the enemy commander was a female Pegasus Knight (maybe Seraph Kn).  Now as you may or may not know, those units have pretty decent movement plus they fly so they go pretty much everywhere.  However, the commander didn't move.  Yay.

I clear the map and begin to surround the enemy commander with units.  The plan is to let a weaker unit of mine get the kill. Good plan.  I hit the turn end button and the enemy commander not only suddenly moves but also rushes a unit that can't defend itself and kills it.

*twitch*  Okay, so the enemy commander suddenly moves on the next turn.  I reload my battle save and move my units a little differently to protect that weaker unit so the enemy commander can't get to it.  Good plan.  I hit the turn end button and the enemy commander moves to a different that was low on health and kills it.

 *twitch*  Okay... so maybe I should move that unit out of her range and still protect the other one.  I reload my battle save to do just that.  I hit the turn end button.  She attacks someone else, gets a critical hit (IIRC), and kills that unit too!  Pretty much everything else on the map could kill her but this boss knew exactly which units to hit to kill and was stupidly lucky.  Points for a good AI.

 *twitch*  It's go time now though.  I reload my battle save yet again and send my commander to fight her.  Critical Hit.  Instant KO.  It felt good to see her go down.  I even got a 5 point level up off of her.

 I did that when I was 12.  Wasn't too hard, took a few times, but I managed.  Just got to be quick and make some well placed head shots.  I could finish it with about 10 seconds to spare. :) 

I personally found the last mission where you had to take out what's his name, Trevlyan or whatever, more challenging than the facility, to get the golden gun. :/  Was worth it but took a lot longer.

No doubt. I don't know which I hate more - escort or fetch. I also hate games with stretched out save points. I do enjoy ME because you can save anywhere.

Another frustration moment for me was in Blue Dragon. There's an area where there's this griffin dragon and I have all 4 characters, but can't figure out how to kill that joker. I just gave up. A challenge is one thing - hitting your head against a brick and thinking its fun is something else.

And since the days of NES, I hate sports games in the 2nd half/4th quarter. It's like the AI got an injection of HGH or B12 - and out of nowhere, the AI starts scoring like it's MJ 23! I could see getting a second wind, but getting possessed? Not cool!

 Oh yes! Those are the kind of quests that make the least sense for a character to do, it earns you nothing! WoW is built around this kind of questing, which is why I quit after two weeks...

@fkusumot: I agree, the worst one by far is the one in the Conan game for PS2, when you have to drag along some random chick and she keeps getting in the way when you fight. I accidentally killed her at least ten times becuase she got in my swords arc when I swung! HAAAAAAAATEEEEEEE!!  

Fire Emblem: Radiant Dawn period. It was indicated that the battle save feature makes the game easier than Path of Radiance. Like the cake in Portal, its a lie. Radiant Dawn is anything but easier than PoR. I avoided the Battle Save feature for the initial chapter, but later on its impossible to win battles without losing a character unless you make use of the feature. I still haven't beaten the game. Dheginsea is currently owning me.