Here's a good one for just games in general, anything that's so obscure it requires a guide to get or complete. A lot of RPG and Adventure games, especially older ones that have at least one area, sidequest, or item that is literally impossible for the average person to find on their own.
It's one thing to have secrets or curtain puzzles that they want to challenge the player but if the game doesn't at least give one hint at some of these things, how the **** is anyone suppose to do them? It's not really a challenge if you make it so the player has to go to Gamefaqs to do it because the game itself makes it impossible to do.
Totally with you. I dislike anything in a game that causes me to put the controller down, but referring to a guide in order to proceed is perhaps my least favourite. I'm reasonably perseverant and won't let a little bit of frustration ruin a game for me, but if I'm consistently having to put the controller down in order to refer to something outside of the game then I rapidly lose interest.
Having to reference a guide annoys me most, however, when it's a good game. If it's a bad game then I either want to get through it as quickly as possible, in which case a guide is welcome, or I don't want to continue playing it, in which case a guide isn't necessary. If it's an otherwise enjoyable game though, the fact that I've found it necessary to put the controller down in order to read an (invariably poorly written) FAQ is a real bummer.
That's partly why I found La Mulana so agonising. There was an awesome game in there somewhere, but the obtuse design just killed my enjoyment.