Blogs and news stories which list the most recent comment first. This makes no sense to me. There are comments on comments, and you need to read these chronologically to make any sense of them.
Blog archives not using previous and next (or the equivalent) in a consistent fashion. On some, previous takes you to the previously viewed page, which has a more recent timestamp, but on others it takes you to an earlier set of posts.
Sites which append their URL when you copy & paste anything. I understand the reason — to make it more likely to drive traffic back to the original site. But for a responsible blogger, who is going to link back anyway, this is just an annoyance and makes it less likely I’ll grab the story from you, if it’s something being reported elsewhere.