It really annoys me when people are speaking English and then throw in foreign words which actually have an exact equivalent word in the English language. There are a few examples that stick out here for me:
Seiyuu - This is the one that really annoys me. Seiyuu is the proper word for "voice actor" in Japanese, so as soon as a voice actor comes from Japan, he or she is not a voice actor in English terms, they're "Seiyuu" instead. Doesn't make sense; they're actors who provide voices, so they're voice actors. Which English words did "seiyuu" derive from?
Anime - A word I assume to be derived from the way they write "animation" in transliterated Japanese. They're still charicatures animated by overlaying cells and indivually drawn frames, so how is it not still a cartoon? Why do we have to use the word "anime" just because it's from Japan and uses their drawing style? A sponge cake that's light brown and has strawberry jam in the middle may be called a Victoria Sandwich, but everyone still just calls it cake.
Honourable mention: Tokusatsu, meaning "Special effects". However, seeing as these special effects shows seem to be pretty much a unique kind of genre in Japan (the live action Sailor Moon is not something we'd ever see spawned from the western world) I tend to let this one slide and even grudgingly use it. Sure enough, they were being done in Japan long before Americans started using ridiculous special effects in their kids' shows, and these even get dubbed "American tokusatsu" at times. Makes enough sense I guess.