Stickers and price tags on gifts. Some retailers are wise to this problem and have easy-peel labels, or hide them on the underside of the product. But it's still often the case where you end up hacking away fruitlessly for ages, trying to rub off every trace of the damn sticker. Especially if you have short fingernails, but even if you have longer nails you get sticky bits of plastic wedged under your nails and it's a right faff.
TK Maxx is among the worst for this.
Agree really annoying, but if you have a small tin of lighter fluid it is great for removing any remaining adhesive residue. Saves a lot of frustration.