Jakob Nielsen just updated his list of top ten mistakes a web designer can make. I've got no clout like he does but my number one annoyance in web design is when people work against the browser.
The best example of this in my mind is the back button. On so many projects I've had "issues" submitted related to the use of the back button and had to write code to try to cheat the browser into not allowing its use. But the back button is there for a reason and working against the browser is almost always futile: trying to prevent using backspace, alt+arrow, right clicks, programmable mouse buttons, pasting to multiple browser sessions... at what point do we just allow users to keep their control?
I like apps that tolerate issues related to browser control - they let you do it but when they croak, it's an edge case that they aren't willing to reprogram the entire system for. I wish more people would grok the fact that browsers simply aren't fat clients and they've got to share control.