Relationships. Mine have been pretty good, but they still cause anxiety and heartache sometimes.
Icing. Forever disappointing.
TV.
Travelling. Being in other places is often wonderful. Getting there? Almost always a complete arse.
Travelling for work. I spent a couple of years doing a lot of travel - about 120 nights away each year. Went to all sorts of wonderful places, and didn't get to see anything! No time to tourist when you're working.
Speaking of which, luxury hotel suites. I've had a couple of surprise upgrades while travelling for work, but they feel like showrooms and tend to be heavy on the marble and light on comfort, big and echoey. Probably better if I'd had someone to share the huge bed and bathroom with!
I'm with Kokapetl on baths, Glasgow on cupcakes, and Persona on fancy sex. Fortunately both of us tend to collapse into giggles together while doing that, so it's not all bad.
Fish and chips, and burgers. Always seem so enticing while you're eating them, then I feel ill for hours after. Probably mostly calorie guilt, but even so. Boke.
Anywhere managed by English Heritage. Yes, I'd love to pay £9 each to wander around some fucking stones in a field. Everything they do should be taken and given over to the National trust.