Here are a few that made me yell at my screen in the last half hour...
Two-minute load screens. Load screens during combat, so you can admire a screen of artwork before you come back into the game laying dead on the ground.
"You cannot mount while engaged in combat" even though out of combat for over a minute.
Lose a UDP packet and your client is out of sync with the server until you relog because they don't re-send updates for anything.
Get stunned, break free, get stunned again immediately because the stun immunity has been broken for at least two years.