There are quite a few things that annoy me, but the biggest is the intelligence of sims overall. Why do they consider it a good idea to run toward a fire and panic, as if that will do something?!
Something else that really irritates me is that I'll tell a sim to do something and she won't move for a few minutes. She'll just stand there. Not always, but occasionally, it does happen.
One of my child sims had an imaginary friend. The problem was it kept following her in the bathroom. Even when I locked the door to only allow her in and out, the friend was still able to get through. She would get the embarrassed moodlet and stop what she was doing. I finally got fed up and had her tell the doll off (Leave Me Alone social option). When she became a teen, I had her give that doll away to her girlfriend. The weird thing is, though, I don't recall ever having that problem with imaginary friends before, so I don't know if it was a glitch or if this particular friend was just plain stupid (it did have the snob trait).