Guessing where the plot was going to go multiple times. Granted a lot of stuff is predictable but when you are literally guessing right, stuff that is suppose to be a "surprise" it kinda kills the "epic" in your epic. *cough* FFX *cough*

I'll second having lame music for dungeon battles or even Final Boss battle themes. I may never understand why people like The Extreme or The Final Battle from VIII and IX both were pretty bland.

Having a character you really hate in your party talking. I can't fathom how much I hated Yuffie uttering a single word in VII and god knows Yuna always said something dumb whenever she opened her mouth, to go along with Rikku and Born Again Yevonite Wakka. God every time they opened their mouths all of them found new ways to irritate me. This is especially excruciating if the lead is the character you dislike.

dying after not saving for awhile and after you acquired a super rare item. I can't remember how many times I got annoyed with Tactics when a character dies (making me have to reset cause I won't leave anyone behind) and I just obtained something awesome in a random encounter. FFV had a few deaths like that where I got killer Blue Magic or rare weapons only to get instant killed by a well placed Lv. 5 Doom.

Having crap stolen from you and having no means of ever getting it back... Super annoying in FFTactics. Favorite story was when I was helping a friend play through VII and I was leveling Materia in the Crater and learned the hard way that Megelixers don't count when dealing with Magic Pots. This resulted in the Magic Pot stealing the Venus Gospel from me and now my friend lost out on one of the Ultimate Equips this happened after a few hours and almost a mastered KotR...