Tony Hawks PRoject 8 had a good one where, if you hit just the right spot on a ledge, you could just rotate and flip indefinitely, but your score would contunue to get bigger. That sure helped when I was attempting some of the higher point related acheivments.
But Half Life 2 has had the most irritating glitches. In Nova Prospekt there was a door that I needed to open by pressing a button. I'd press the button, the door would open, then it would close itself. I don't know how many hours I wasted wandering around trying to find out where to go. A quick look at a walkthrough, a quick load of an old checkpoint and BLAM, the door stayed open and i was free to progress.
And another one in Episode 1 has left me unable to play the game due to frustration. I had done the whole game using only the gravity gun and I had got to the bit where I need to escort the survivors to a train. This lady kept telling me to go back for more survivors, but none were coming out of the door. It was very irritating. So i tried loading an old save like I did above, but due to poor save management I ended up back at the beginning of the whole fucking episode. Colour me ANGRY!