Let's see... my biggest pet peeve is probably way too big to be a simple peeve, but it's ongoing comics. Stories that never end, stories about stuff that can always be undone or retconned later, and eventually get so complex and contrived that it ceases to make sense! And, of course, a related peeve: multiverses. They're just a damn cop-out.

But I hate the concept of canon anyways, so...