While I agree that Little Mac's KO Punch is just ridiculously OP, he is quite easy to counter. Just be near the ledge, and wait for him to use his Side+B. Easy counter, that's all.
Also, while Jigglypuff can send you fly far away from the stage, she gets pretty weak when she uses her shield or after the Rest attack. Don't forget: if you break her shield, it's the KO (she's the only one who have this characteristic ,by the way) !
But finally, if I had to choose... as surprising as it might be, I would pick the Mii Brawler. His neutral A is just a pain. While you can counter the other characters' neutral A combo when they're punching you, the Mii Brawler's hits are so fast, that I can't manage to counter them. And it annoys me in Multi-Man Smash.
Oh, and finally: if you pick a character who can counter the hits in Smash Rival (You know, when there's an additional annoyance who copies all of your moves), this character will always Smash and Counter.
So, I'm not really annoyed by any character in general, but Little Mac's KO Punch (when it lands correctly) and the Mii Brawler's Neutral A Combo are just cheap to me. You can't use a counter-attack on them.