For years, the *worst* item was blue shells. Blue shells, blue shells, blue shells. The ultimate upset. They were a huge pain in the butt.
These days in Mario Kart, however, blue shells have been severely nerfed. They don't incinerate your items like they used to, they're easier to avoid if you have a mushroom, and now that we have the super horn, well...
The most annoying item now is *lightning*. Lightning hits everyone, there's no warning, and there's no way to avoid it. Honestly, I would be okay with it if they nerfed lightning a little bit.
Anyway, a tip to make coins less annoying: if you're already holding a coin, the chances you'll get another coin are reduced. I'm not sure of the actual numbers, but it seems to work!