They annoy me when they force me to sell them something or to buy something. Or when they ask for a new catchphrase/greeting every day. Or when they want me to visit their house or show them mine, and say I have to wait an hour. I usually forget and they get mad, but it's their fault.
The only thing they do that annoys me is repeat themselves.
When they ask you for something you have in your pocket you want for something worthless to you.