Probably the most annoying ones I'm currently working on are the "50 speech successes", "50 computers hacked", and "Nuka Cola Challenge" ones in Fallout 3.
They're the only 3 I have left to get and are annoying as HELL. There's only about 100 computers in the game, and they're all spread out in different areas, so that as soon as I tack one more on, I need to move to the next zone just to get a DIFFERENT one.
The Nuka Cola challenge is painful mostly because of how scarce these things are. Every... say... 5th vending machine has ONE nuka cola in it, and I need to find 30... OI.
Oddly enough, I found the lockpick one surprisingly easy mostly due to the fact that almost EVERY door is locked, and with a lockpick skill of 75 you can get almost every single one.
So, yeah... They're doable but more annoying than some of the dailies in the World of Warcraft universe.