AI controlled guest characters! They never do what I want them to do. They either march straight into enemy fire or else gang up on a boss or enemy I'm trying to steal from, learn blue magic from, etc....

Best example is FFT: In Nelveska Temple I'm trying to do two things: recruit a Hyrudra, and get some rare treasure on top of two pillars (the best spear and shield in the game). I have to eliminate most of the foes, subdue the Hyrudra, then surround the boss and guard him from my ally Hyrudra, all the while feeding X-Potions to my allies and the boss (since his attacks are self-damaging), just so one of my treasure hunter characters can snag the treasure in time.

In cases where the game allows guests to die without penalty, I usually let them. I like to play defensively and drawing the enemies to me.

Shel Silverstein put it best:

Some kind of help/
Is the kind of help/
That helpings all about

And some kind of help/
Is the kind of help/
That we can all do without