Some things annoy my players. Not their characters, but the players. Two of them are theft and fear spells.
1) Theft. Nobody likes getting stolen from. Especially because, if it worked, they "didn't get to try and stop it." Nevermind that you rolled their per rolls for them, the Stealth roll for the thief, and the Pickpocketing or Filch roll all fair-and-square. Or that they want to roll Pickpocketing while browsing in the marketplace and pick up a half-pound of gold coins without worrying about guards spotting them. It was an unfair shot.
Obviously, though, having a thief try his Stealth or Shadowing roll to get close to you, and then rolling Pickpocketing and succeeding in both cases against your Perception is fair. Contested rolls and all of that. I'm open to suggestions on how to make this feel more fair, without just exposing all of the rolls and asking the players to roleplay not noticing the theft until it's actually appropriate.
2) Fear spells. Jeff Rients mentioned this and I commented on his blog about it - although he and I are playing wildly different game systems. It doesn't matter. Nothing seems to piss off players more than telling them how their character feels. No matter how reasonable. "Great Cthulhu uses his unique, Cosmic Terror power on you. Roll to resist." "I roll a 15." "Oh, too high, you have to flee at maximum speed from him." "Oh, great, my fearless fighter runs from him? This is stupid." Gah. Nevermind you had a chance to resist, or that the alternative was I give him a power that makes you go babbling insane in one go and leaves you helpless. Most players I know would prefer that to "run away." The very act of saying "Your guy is scared and has to run" is a recipe for ripping the fun out of a game session. Which is too damn bad, because it's a cool power, it doesn't kill you, it leads to more fun ("Where the hell did we run to?"), and it doesn't have lasting or permanent effects like D&D-style level drain, Rolemaster-style attribute drains, or even GURPS-style dismemberment.
In fact, the first question one of my GURPS DF players asked me, upon receiving his GM-made PC*, was "How easy am I to scare?" He still remembers a badly-botched roll against a fear spell early in his previous PC's life . . . and he missed that roll back in 1999.
I still intend to keep fear-type spells, but I recognize they are especially loathed and annoying. Because of that I've made it very easy to add resistance to them to a PC in play, in case someone isn't satisfied with their resistance to these attacks.
* He asked me to make one based on a short description. He's busy, I know the system, I know the player, so it was fine. Later we'll tweak the PC to match his actual play style for this PC.