Code sheets and having to look things up in the manual as disguised copy protection.
CDs. A fragile and irritating format that while larger, was often wasted potential. Having to keep the CD running often lead to early wear.
Mascot/Mascot killer games, the insane claim that something would be the next Mario or Mario Killer. The only infamy they gleaned was their absolute failure; they're otherwise so forgettable that I can't glean any specific examples.
viperfdl: Well, at least one has to do it only once nowadays. Back then every game had it's own routine with sometimes different results. It was just frustrating when a fighter didn't react in the way it was supposed to.
Don't forget about the competing 'standards'! Did you have a Kempston? Sinclair? Atari? Well too bad, none of them are compatible between each other even though they had the same lead and pin out.
Edit: Ah, right: Mazes without automaps/autoexplore. Thank goodness for GameFAQs or GameAtlas. Especially in games of the 8 bit era where the tilesets were often just the same shade of blue.