It depends on the game itself, RE4 escort doesn't feel too much like escort as you can tell Ashley to go hide or something, but back in the days of Golden Eye I almost broke my controller cause of those escort missions.

Defend the place is usually pretty cool they make it hard on you and I'm with it if you fail it feels like it was your own fault not some flaw in the game so that aspect is fine.

Escape in time is pretty much the same way if you fail it feels like you did it to yourself and as long as its not 30 seconds to get from starting point to end while having to fight 100 enemies in the way then its fine.

All around its up to the developer to make those missions work.

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.

I hate it when there's a linear game where you have to traverse a pre-defined path to progress, and there are a bunch of sub-paths where you can find extra goodies, but it's impossible to know which is which. I end up going a little bit down one path, loosing my nerve and going back to the other, repeating this around five times, only to realise I've reached a new checkpoint on the main path, and can't go back to find the secret stuff. ;___;

The God of War games are probably the worst offenders I can think of, but a lot of games do it.

Well there are escort missions that you have to be in first in line, killing/destroying where it gets out of the way while the one you escorting is/are just walking casually never mind what its in front of the path as long as they/he/she reach the end path.

I dont like these missions because you really needs to look at your sorroundings very well to see where your enemies are. RTS games was a good example of these missions. If your units die its game over, if you didnt kill a single enemy the one you escorting die

I hate the same things like the OP does.

In fact I hate it so much that I don't finish the game anymore if one taks of those three didn't succeeded; (Or atleast in the most games where I had that problem).

I think what has annoyed me the most ever is protecting that girl in Goldeneye on N64 when she took 10 years to operate the computer and you had guards attacking from all angles.