I'd have to say dragging the fucking gnome with you throughout the entire game of Half Life 2 Episode 2
**twitches at the memory of driving sections**, and finally tossing the stupid thing into the rocket. Then after all the fighting and that strider battle, you watch the rocket fly off and you feel a huge sense of accomplishment...and then 10 seconds go by...and you find out later you had to close the stupid hatch!
I mean c'mon, you gotta admit it didn't even seem like it was meant to be shut.
That and Mortal Kombat 2...the whole game (especially Shang Tsung). Okay, maybe not Shao Kahn though...that fight was pathetic.
To this day, I'm still amazed at how the computer AI manages to block a flying kick while slipping on ice...