1. When the button combination to do one move is ridiculous, something like f+b+df+fb+df+f+dbf+fdb+abcxyz. Granted I haven't seen anything that ridiculous, but it still irks me.
2. Projectile spam. As much as I love Touhou, I find that a lot of the characters spam bullets all the time, making it almost impossible for me to actually attack.
3. Characters with ridiculous file sizes. They take way too long to load, so I don't even bother with them.
4. When the character's portraits are too big.
5. That Akuma hyper, err, thing. Ya know, were they glide to you, grab you, the screen goes black and they start wailing on you. That attack.