Ehh...I'll narrow it down to three:
Fallout 3: Why the HELL is everything so damn brown? I know it's the apocalypse and everything, but damn, the art direction is terrible. There's also the obvious fault of all open-world games of the vast amounts of "meh" separating all the interesting points. The karma system is an archaic piece of crap for trying to distill the complex, moral ambiguity that would govern humans after a disaster down to just good/evil. Finally, there's the weapon repairing system. I don't like how the only way you can repair a weapon is to canibilize another weapon. This is the apocalypse! There should be some room to improvise! How about give us a use for that scrap metal besides just giving it to that guy in Megaton? Why not let us fix our gun with some scrap metal and wonderglue, like a rugged wasteland survivor would?
Bayonnetta: The cutscenes start to get a bit too long and too frequent after a little while; that's the most obvious problem. Another thing is that limit on buying healing items from Rodin, healing items that would be really useful during a long, hard boss battle. Speaking of hard, I wish that we could turn off that damn grading system. I admit it, I'm a mad button-masher, but you don't have to insult me over it... Just two more minor gripes: I wish Enzo had more on screen appearances, and I don't like how much Bayonnetta sways her hips when she walks; it creeps me out.
Monster Hunter Tri: I really don't like how much the Lagiacrus shows up in the early levels, when I'm just trying to slay ludroths and harvest coral. Damn thing killed me about five times when I was just passing through. Villager requests are a pain, too, but mostly because they never give you any hints as to where you get the required materials. Trading with the Argosy has the horrible problem with its rare trades that the rare goods that buy anything beyond total crap are impossible to find. One last problem is that even though I got to meet the shakalaka sidekick Cha-cha, I never got to see any wild shakalakas, and then kill them.