I find that it is a rather subjective problem. No doubt the CPU fan is a turd.. Even more so with folks like me who occasionally install a water cooling setup on their rig.
However when it comes to other parts, hands down the biggest annoyance is drivers. Sometimes things go smoothly, other times it's a pain in the ass.
I'm just glad things have improved so much compared to what it was like in the 90's.. IDE is so damn old, I was glad to get rid of it. IDE cables aside from being a pain to manage when you have a lot, also kill airflow inside a case. SATA has pretty much solved that issue now. If only it would catch on for optical drives...
Drivers and hardware in general have also improved a lot though.. I remember spending a whole day or more trying to hunt down and fix mysterious blue screens or lockups only to discover it's just a hardware incompatability or even the fucking motherboard chipset itself being buggy..
It made the early days of AGP a real pain in the ass for me, especially since I used the early Via chipsets in the AMD K6 era.