I remember the first Anime character I absolutely detested, and that was Mariemeia Kushrenada from Gundam Wing: Endless Waltz. After that it would probably have to be Aion from Chrono Crusade or any of the enemies from Dragonball Z. Not because they were infuriating, but it took 10+ episodes to actually get to the fights, so by that time, I was ready to pull my hair out.