Shogun (text adventure) is extremely annoying. You have to type the exact right thing at the exact right time. The most points I ever got was 10. Later, I tried to finish with cheats. Even with the in-game hints, even with the "game cheat" text file, it is unbareably tedious. I gave up in disgust.
Dragon's Lair 2 is probably the most annoying game I still have on my harddrive and it's only there for nostalga reasons (the only reason I keep any annoying game). I can't even get past the first scene!
Another World - it's visually impressive, but totally sucks as a game. How many times do you have to die, just to figure it out?? I think my average was something like 76 deaths per scene for the first few scenes, then 350 after that.
Prince of Persia - same as Another World: die, start over, die, start over, die....
Fantastic Voyage - beautiful graphics but even with the 99 lives cheat, it's impossible to get past the first valve.