I still hate Eggmanland Day Stage 1 from Sonic Unleashed. Evil level. Takes approximately 5097362746 tries just to memorize all the hazards.
The entire final battle of FFIII. No save point anywhere after entering Crycus Tower kills it for me.
Time Compression in FFVIII. Why bother exploring? You can't go anywhere or do anything. It's unnecessarily stupid.
Sandsea in FFXII. Misery and endlessness. Nuff said.
Its name escapes me, but that facility in FFXIII in Ch 10. The enemies are annoying, and the end-boss is super annoying.
Atlantica in KH2. This is just a complete culmination of fail.
There are probably tons more, but these are the ones that still loom over me even today.
EDIT
Oh yeah, this.
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