Honorable mentions (though many have already been talked about):
-Claptrap from "Borderlands". Some people actually find him funny, which blows my mind.
-Cait Sith from 'Final Fantasy 7'. God I hated that character, and I generally don't like any JRPG or anime characters, so the fact that (he/she/it?) stands out is saying something.
-Cole's girlfriend from the first 'Infamous'. Christ she was so annoying, and she spent basically the entire game bitching at you because:
[spoiler/] she blamed you for her sister's death, even though it's CLEARLY established that Cole had no idea he was carrying a bomb and has no clue why he survived the explosion. During that one part where you have to choose between saving her or saving six Doctors, I chose the Doctors not because of some moral choice (I was actually playing an evil character) I just didn't want to listen to her whine anymore.[/spoiler]
-James Heller from "Prototype 2". It felt like they were trying way too hard to make him sound tough and bad-ass. Alex Mercer from 'Prototype' wasn't the world's most well-developed or likeable character, but he felt like a Shakespearean character compared to Heller.
-I honestly found Sheva Alomar from RE5 WAY more annoying than Ashley. At least you can tell Ashley to hide in a trashcan. Sheva just sits there and tries to shoot baddies from 300 yards away with a pistol and then complains that she's out of ammo, while carrying a sniper rifle and 70 rounds for it.
And you rock for mentioning Slippy Toad. If I could have left him to die he wouldn't have survived the original Starfox.