Okami - The voices. Speak SOME language, not mumble-bleep-boo-bleep talk!
Any game with weapons - When an enemy has a weapon that you can obtain, yet when they use it it has magical and superior powers that you can't use, unlimited ammo, etc. (IE most mega man games, or shooters where the AI can kick ass with a gun, but when you use it, it now sucks ass, and is weak)
Also, not a specific game, but having to pause to load something short that you frequently do is very annoying and breaks the experience of playing a game.
The only example I can think of off the top of my head is the Hustle-psp pool game... every damn time someone takes a shot:
load
see the player
load
see the player at the table
load
see the balls on the table
load
see the player take a shot
load
see results of shot. Switch player? Doesn't matter load and repeat!