I admit shooters of any kind can be a pain, but for the most part they're supposed to be difficult and if you're going to stick your head out, you should expect to get it shot off. They don't enrage me all that much, since I expect them to be a challenge.
Fighting games on the other hand are a different story. Sometimes it seems like your CPU opponent strength is completely random. One minute even the most beginner garbage tactics like jumpkick-sweep-repeat combos will succeed, then next minute a switch goes off and the computer decides "no more." Your moves are countered before they even happen and suddenly every move they do takes immediate priority over yours, regardless of strength/speed/sequence whatever. There are fair fights, and then there's straight up bullcrap (a.k.a. SFIV's Seth).
I don't always rage at games, but when I do, I prefer bullshitty boss characters.
EDIT: Puzzle Quest is another great example of my complaint. One second someone is a pushover, the next they've done 300 points of damage in a single turn. Inconsistent difficulty FTL.