Well, most problems I have are not of the genres, but of the developer's mistakes, or of the community's annoyance.
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First Person Shooters: I like FPSers, but the typical audience, such as for Call of Duty, are quite annoying and tend to boast about how "obvious good" they are. I like the FPSers because I like the idea of point and shooters, as well as how simple and fun it is.
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Racing: I'm actually not a fan of racing, but it doesn't really annoy me. Mario Kart is fun, though. :3
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Third Person Shooters: For TPSers, I don't like GTA, but there are some TPSers out there I really enjoy, like Microvoltz, GunZ: The Duel, Manga Fighter, and such.
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Sandbox: Sandbox... Well, there are plenty of games out there in this category, specifically Minecraft and Garry's Mod. Brilliant ideas, but my main issue is how limited they can sometimes be. Still not annoyed about them, though.
And you missed quite a few other type of games...
Horror / Thrillers: I would say I hate these, but with YouTube videos, I quite enjoy watching my favorite YouTubers legit play them now. <3
Role-Playing Game: Usually linear, which is completely fine, especially since they usually run on a storyline.
Massively Multiplayer Online Role-Playing Game: Love these, but it depends on how tedious the combat and quests are. I'm also a sucker for customization.
Simulation: Ranging from Life Simulation of the Sims, messing with powder in the Powder Game, or even driving a truck in Euro Truck Simulator 2. So many different sims out there.
Puzzle: Come on, puzzles are awesome! It's just when you run out of creative ideas for said puzzles is when they get boring. :<
Real Time Strategy: There's Warcraft III, Starcraft II... So many games in this. But, one thing that really does annoy me here, I guess... The AI is always either impossible to play with, or super easy.
Turn-Based / Tactical Strategy: Final Fantasy Tactics, Disgaea, Pokemon Conquest, Fire Emblem... A great series, I must say. Just wish they had more customization.
Multiplayer Online Battle Arena: I guess I'm most annoyed with this, but that's just me. I'm not a fan of fast paced battle arenas, so it's not exactly my type of genre.
... Sorry, this kind of turned into a name-all-of-the-genres-I-can post, rather than what each of them annoy me with. xD