Mini Jack. Whoever forced that POS on the public should be (insert your fav mode of distress here). Its even worse when somebody with a gadget w mini jack out shows up and wants you to connect it to stuff. And then, if there's trouble, blames it on you. And then is too deluded by marketing to accept the mini jack's where the trouble starts.
The RJ45. And the RJ11. The little plastic lug that's meant to keep it in place snaps off really easily, and then the connector doesn't stay in place. OTOH, with a crimper to hand, they are reasonably easy to replace if you don't mind your cable getting an inch shorter each time.
The FW800 takes some beating as a 'high-end' connector that falls out of sockets too easily.
D-sub. Rated for something like 11 insertion cycles before it can't be guaranteed to work (honestly, that's the spec I've seen). Two different incompatible and near-indistinguishable standards for the threads on the thumbscrews. Often the thumbscrews and the posts on the socket don't line up, so at best you can only get one of the thumbscrews to screw in, leaving the other end of the connector to randomly come disconnected. Ends of the thumbscrews shear off and remain stuck in the post if the cable is yanked. Posts on the sockets have a habit of coming unscrewed, leaving you with only one (or zero if you've already lost one) post. And that can also leave a nut rattling around in the equipment.
Soldering plugs or sockets is a drag because the pins are fixed into the body.
Horrible. Bane of my bloody life.
FW800 runs a close second. Shame, because FW400 was absolutely fine... how did they get it so wrong the second time?
I think the 1/8" made into TRS--or even worse now, TRRS--where a connector fit for an earphone for a transistor radio is transformed into something well out of its depth, could well be the Compact Cassette of connectors. What I mean is, where something for a very low-end application in its original design objective (for the cassette, it began as a dictation medium--voice grade only) is transformed over time into a virtually universal standard punching well above its weight (as it became widely appropriated for hi-fi stereo and even low-end multitrack applications).
That's for audio. I also have a spot in the hall of shame for those awful barrel connectors used to link wall warts to whatever equipment. WHEN (not if) things go intermittent/wrong with them it's virtually always a crapshoot as to if you can find a replacement of the exact inner and outer dimensions that will fit....and you only get it right by looking by accident. Another horrible thing, the combination of laws that led to adopting outboard power sources made by other companies rather than how it universally once was done, where everything had its own internal mains power supply (unless it was a battery-powered item, wherein the wall warts first were employed, as a way to run them off the mains).
I have a few large church clients that still have video distribution systems over s-video, we periodically receive service calls from them when their systems go down. Seems the SPL level during service or even the gradual settling of the building is enough to knock the connectors out.
The white nylon "Molex" connectors with the snap-in stamped contacts are fine for what they were designed for, namely internal disconnects. When people start trying to use them for external connectors, they are way out of their depth.
Apple lives in their own little walled garden with Steve Jobs pulling the strings from on high.