Hoenn: Long sea rutes means lots of annoying wingulls, pelippers... and to avoid that you just waste your money on repels. Too much rain is not good to My Blaziken.
Definetely the most annoying thing here are the sea rutes.
I agree, the sea routes are definitely the most annoying stuff in 3rd Gen Games.
Sinnoh: The way to Snowpoint City, is so large, with snow and you walk very slow. Also the damn strong wild pokemons they have in the way to the Victory Road. You are surfing and suddenly a lv 50 (no jocking) Tentacruel appears, uses poison sting and poisons my poor pokemon, and the worst part is that sometimes I can't scape. And those pokemon are even stronger than my pokemon! And nearly as strong as some of the 1st E4 member.
Oh yes, I forgot about that. I agree, it's really annoying, especially since you walk so slow.
You can't get out of a grass patch quickly.
I sure hope there'll be Snow Shoes or something you can buy from PokeMarts to walk faster in snow in future games.
Oh, and Victory Road is definitely one of the most annoying things about all the Pokemon games. The trainers there are suprisingly strong, and it can be pretty hard to figure out where the exit is.