RPGs: Not being able to use all the characters I like/want to use in my party. And since the inactive members won't get any EXP whatsoever, I'm pretty much forced to decide on a single party I'll use for the rest of the game and ditch the other characters I like.

This mostly happens in the "Tales of" series.

It shouldn't piss me off, since it basically means there's a big cast of awesome characters to pick from. But damn it, I wanna use Yuri, Raven, Estelle, Rita AND Judith! =(