Ghorpm: I hate it when some enemies are more likely to attack a specific race and/or class. Having a dwarf cleric in MM7 is very, very painful... everybody hits the poor gal/lad.
This can be used to your advantage.
For example, in one dungeon from World of Xeen's endgame, you encounter tons of a very strong enemy called a Dragon Mummy (which, IIRC, counts as a dragon but not as undead). That monster will attack your cleric, is *very* powerful, and is also extremely accurate. Since the enemy attacks only your cleric, all you need to do is give her all the obsidian gear you have that she can use, use fountains and magic to boost her AC even higher, and she won't be hit much at all. Then, you can just plow through, only reloading when an enemy manages to land a hit on her; your other characters don't need armor (which isn't usually worth it in World of Xeen anyway). (Note that the AC required to not get hit is really high; I am thinking that 200 might not be enough here.)
Also, in Isles of Terra, protective spells are only single target, so if enemies favor attacking a specific party member, you only need to protect that one character.
Anyway, regarding annoying things enemies do:
In SaGa Frontier, enemies will attack fallen party members, causing them to lose LP (which isn't that easy to restore, and a character to 0 LP can't be restored without going to the inn or using rare items).
In Romancing SaGa: Minstrel Song, when enemies combo a character, causing the character to lose multiple LP at once, even if the character would have only lost 1 LP had the attacks not comboed.