Pet peeve : missions where if you play it on "hard" all of your wingmates die about 1/5th of the way through, and you're stuck alone for the rest of it.
"Alpha, we need you to take down that Demon class cruiser!"
Gee thanks, I'm flying a Myrmidon with Hornet missiles and Prom-Rs, and now I have to spend the next hour chiseling away at this cruiser *by myself*.
SImilar problem: Missions with 20 minutes worth of "fluff" (oversee cargo transfer, blow up three herc 1s, escort a transport to way points that are 5 minutes away), and after the fluff, 20 ships jump in and blast the **** out of you. Now you get to play through the fluff all over again!