The entire lot of the Final Fantasy XI acievements; which require you to max out every class in the game. The problem? The level system is so grotesquely slow, it will require a ridiculous amount of time. Actually a game site calculated just how long it would take; the estimation was nearly two years, yes two years for 1,000 points total and this is with constant 24/7 play. The truly frightening thing is two people in the world thus far actually have all of the achievements.
Beyond that, I personally hate all the tedious online achievements that require you to spend hours playing the game online. Example would be sports game, specifically NHL, I do not like playing online much, thus I cannot collect all the achievements.
I also loathe those inane ones such as "Beat a person who is ranked in the top 50" Seriously? 95% of the time, they cheated to get there *points to NHL 08*