I can't decide between Slippy and Navi. Both are equally insufferable.
I'd like to add Sly Cooper's sidekicks Bentley and Murray - did they ever get annoying fast. Had their parts been twenty times smaller I wouldn't have minded, but I totally cheered for Sly when he (despite going on for all of three games about how their friendship was the most important thing in the world) ditched them in favor of a foxy lady. And that can hardly be called a spoiler because anyone who didn't see it coming halfway through the first game needs an eye check-up
Also, Zack from the DOA series is another of my least faves. And Grobnar from NWN2. And Captain Quark from Ratchet and Clank, I spent the entire last game hoping he would finally take one for the team. And pretty much everyone in the Mario franchise. And...
(It was here I caught myself having more gaming pet peeves than is socially acceptable, and punitive measures have been taken.)