Well, most of my big ones are already in place, but how about I break the mold a bit and say Matt Miller from Saints Row the Third. I got so mad when my coop buddy and I best his annoying gang, only to find out that we HAD to let him live, and worse, join your gang! Seriously, I don't care if it means one of my many buildings got leveled, I was supposedly this bloodthirsty gang leader and there wasn't even a chance for some payback for all the aggravation he'd caused?
It wasn't so much his character in that case as it was the circumstances around getting him to join you, but it really irked me.