Nothing breaks immersion for me like DLC vendors. Even little things like the small DLC option at the bottom of Dead Space 3's crafting station can ruin it for me. The worst one so far is the DLC vendor in the camp in Dragon Age Origins, because he tries to give you a quest, he tells you how cool it is, and then when you agree to it, it immediately brings up a purchase screen, telling you to shell out some cash.
Significant pre-order/special edition bonuses
Pre-order/special edition bonuses suck, and there is no way around it. It always does feel like something that should have been in the game has been stripped out and then sold back to you, but at least some are better than others. I don't mind cosmetic stuff, because at least then, I don't feel like I am losing out on playtime, but when stuff like characters and missions are sold back to you, I start to feel cheated. The worst offender, of course, is the Javik character from Mass Effect 3. For those of you who don't know, the Reapers come around every few million years, and wipe out the major civilisations, this guy is the last survivor from the civilisation before yours, and they stuck a huge pricetag on his head. Ridiculous.