Back in my slightly younger days I punched the table or yelled a bit. Nowadays though I just grumble a bit if I mess up, since I just started figuring that most of the times you die it's your own fault and not the game's so what's the point in yelling?
I have a, let's call him friend, who is fucking brilliant though. He plays Nes and Snes games on a common buddy's Wii and I've heard some hilarious stories about it. First of all, he kind of sucks at games, and he rages...a lot...every time. The best parts are his arguments though, get this:
He plays Zelda ALTTP, he gets killed by the skeletons, the bone-throwing ones. He gets raging about how it's not logical, or physically possible for the bone to fly in that angle.
To summarize: He's playing a fairy boy, weilding a magic sword of evil's bane, up to this point he has faced; demonized knights, monster bats, zoras and pirayha penguins. And his major complaint is that the game is ilogical and sucky because the bones from the undead skeletons don't follow the laws of physics. ^^