Big the Cat and Amy in Sonic Adventure. I get the whole thing with wanting to have many playable characters, but these two served no purpose what so ever and didn't add anything worthwhile to the game as a whole. Also who the hell thought it was a good idea to make a character whose main mechanic is fishing in a series that built it's reputation on speed and action?
The laughing scene from Final Fantasy X. So, so, so terrible...
Lost Odyssey's refusal to end. I really enjoyed the game, but after a while it started to lose momentum and I thought that it would be a good idea to end it fairly soon. But no, the bastard just kept on going, and when it asked me to climb yet another tower, I just gave up. Unfortunately I never got back into it, and given that I really liked the game up until this point, I loath it for making me, well, loath a game I really liked.
I got plenty more but these will do for now.