A few months ago, my greatest annoyance on the web was with the WordPress 'Snapshot' images that pop up when you mouse over links on certain blogs. I find it hard to fathom the mind of someone who obviously has the good taste to use WordPress, and yet enables such amateurish screen-junk.
However, my current annoyance is customer satisfaction survey pop-ups. These seem to have suddenly come into fashion on well-established commercial sites, even Microsoft who I would have thought would have known better. My first reaction on seeing one is to click the browser's 'Back' button to leave the site. This is maybe because I associate such pop-ups with malware.