I'd say off the top...

Reznor (SMW)
Boring mini-boss fight that you have to do too damn much in the game.

Those statues that shoot beams in SMB 3

Clawgrip SMB2, he was fairly cheap, and his HP seemed at times random... so you think after 3 hits, he'd go down, but instead, he sometimes required hitting up to 8 times... Make up my mind!

That Bean Queen in Super Star Saga. That battle seemed to last forever, and I could only do 2 damage per turn!

Shy Guys.

Bowser Jr.
Ok, he might not be the worst, but I'm upset that it took only one koopa to substitute 7 siblings! I want the koopalings back! (And seeing there unused graphics in Super Princess Peach makes me sad and angry)

... That blasted mouse with the bomb-throwing capabilities at the end of the third world in SMB2.

It probably wouldn't pose a problem for me now, but in my first few years as a young gamer it was a profound nuisance for me to have to dodge his bombs while being able to toss a bomb of my own that high up to the platform where he would be standing, and then hope that it would explode right as he would be standing next to it. I don't know about anyone else, but back in the NES days, that was quite an exercise in hand-eye coordination for me.

I have a general dislike for pirahna plants, because in every game they tend to be pesky and rather difficult to finish off.

I would mention Wart here (here always comes to mind when I see the topic title) but I never got that far in SMB2

My mom. Get out of the way! I can't see the screen!

^

I always hated Bowser

The Three pigs in SML 2: SGC was always a pain in the ass for me. More than the Bird, more that Tatanga, and more than that Drill nosed mouse from Macro Zone. XP

the Bullies in SM64 are also up there for me. They are just plain cheap at times.

but the WORST offender has to be the Shadow Manta from Super Mario Sunshine. That thing take FOREVER to kill.