I'm sure most of these have already been mentioned, but...
Those damn exploding corpses that you find in the Lost Bastille section of Dark Souls 2. Yeah they're not too bad when you're expecting them, but one slip-up and you're basically screwed.
Sectopods in X-Com: Enemy Within (they weren't too bad in Enemy Unknown). They got patched in EW to give them much higher defense, which means that, even though they are the largest and slowest enemies in the game, your guys miss them like it's their job. REALLY annoying.
X-Com: Apocalypse, they had this one dog looking enemy that just ran at your guys at about 90 MPH and then exploded. SOOOO annoying.
Gears of War 3, the Gunkers (I think that's what they were called). I hated these damn things. If you were too far away, they hit you with their artillery shots (and on hard and above, running out of cover to avoid them was basically suicide). When you got closer, they hit you with their tentacle that ignored cover. The big problem was you would endlessly get into the "you're down, ally revives you. Oops, you're down again, ally revives you. Oops, down again!! Ally revives..." and so on. God I hated those things.
The Fetishes in Act III of Diablo 2. Fast, hit you with poison and fire, shot poison arrows at you, came at you in crazy huge numbers, and to top it all off, they often had a Shaman with them that would revive them when they died.
Reavers (StarCraft 1). I mostly just hated these things because I thought the idea of them having "magic" explosives that didn't harm their guys but harmed yours was pretty ridiculous. I was glad they got removed in SC2.
Baldur's Gate had some really bizarre balancing, including multiple units that could basically single-handedly destroy you (since if your character died it was instant game over). Probably none was worse than the Mind Flayers (Illithids) who you basically just had to pray you'd get lucky and their mind control efforts would fail.
Those damn exploding corpses that you find in the Lost Bastille section of Dark Souls 2. Yeah they're not too bad when you're expecting them, but one slip-up and you're basically screwed.
Sectopods in X-Com: Enemy Within (they weren't too bad in Enemy Unknown). They got patched in EW to give them much higher defense, which means that, even though they are the largest and slowest enemies in the game, your guys miss them like it's their job. REALLY annoying.
X-Com: Apocalypse, they had this one dog looking enemy that just ran at your guys at about 90 MPH and then exploded. SOOOO annoying.
Gears of War 3, the Gunkers (I think that's what they were called). I hated these damn things. If you were too far away, they hit you with their artillery shots (and on hard and above, running out of cover to avoid them was basically suicide). When you got closer, they hit you with their tentacle that ignored cover. The big problem was you would endlessly get into the "you're down, ally revives you. Oops, you're down again, ally revives you. Oops, down again!! Ally revives..." and so on. God I hated those things.
The Fetishes in Act III of Diablo 2. Fast, hit you with poison and fire, shot poison arrows at you, came at you in crazy huge numbers, and to top it all off, they often had a Shaman with them that would revive them when they died.
Reavers (StarCraft 1). I mostly just hated these things because I thought the idea of them having "magic" explosives that didn't harm their guys but harmed yours was pretty ridiculous. I was glad they got removed in SC2.
Baldur's Gate had some really bizarre balancing, including multiple units that could basically single-handedly destroy you (since if your character died it was instant game over). Probably none was worse than the Mind Flayers (Illithids) who you basically just had to pray you'd get lucky and their mind control efforts would fail.