First, for me, is the Kilo Five trilogy. It's more than annoyance, I truly hate these novels. I don't know how they made it past review (seriously? A Spartan punching Halsey in the face who's head doesn't explode like a melon?) but I truly hate them for the massive effect they had on the future Halo games. The overly political, double-espionage, "super realistic" themes, the "deep" emotional and moral quandaries... I mean, really? ONI Sec. 3 would just hand over highly classified records (that should have been destroyed) to some random ODST squad so they can get all ragey over it? Terrible.
Personally I think that Halo 4, SpOps, and 5 were done to break from the Karen Travissty effects. Now we've got to deal with a bigger threat to the galaxy, rather than Parangosky and her flying monkey Osman.
Second is Halo Legends. Yes, it got anime fans all excited, but I just plain didn't like it. I take the plot as canon, but the manner in which they were presented was annoying. The Sangheili in the Arbiter one were super annoying; the female was too cutesy and gentle, and the Sangheili who was forced to kill her was a pathetic, simpering weakling, unbecoming of even a Sangheili child.
And the Package? Has it ever been explained just how Halsey was captured? That's not how an Arbiter is chosen. And I don't care how they retcon it, Mr. "I'm such a fan of the games" meant for that Thel to be the future Arbiter. It was just terrible, all around.