Bronzor - These things have a good defensive typing, can confuse and put you to sleep and even use Block. Man, I hate fighting those things cos they always leave me screwed.
Zubat - The ultimate annoyance of caves that makes any Trainer mad. And why? They confuse you, poison you, trap you, drain you and they are hard to escape from if you have a slow Pokemon!
Trapinch/Diglett/Dugtrio - Specifically the Arena Trap variant. If you are training an Electric-type, you're screwed. You CANNOT escape unless if you have a Flying-type or something with Levitate so if you send out the wrong Pokemon against it, you could see it fainting right in front of your eyes!
Roggenrola/Boldore - One word: Sturdy. Man, they are easy to catch but bad for training against if you want to knock it out cos if you attempt to knock it out in one hit, it would just cushion the hit, survive and hit you back. Thankfully they are easy to escape from.