A few more just came to mind: GTA: Vice City - the mission later in the game using the R/C plane? Utter hell using a keyboard and mouse. I could just barely figure out how to fly the thing. Also of Vice City on the PC was the mission for the bank robbery where you had to race the cheating bastard to get him to be the driver. I did it so many times I ended up going into the appropriate files and made his car so heavy that it couldn't begin to get up to speed.
GTA especially. Car turns over, you get out he doesn't bang fuck boom dead 15 minute long mission over.
APE and Cyantist, you named all three of the things that made GTA missions a pain. Those Vice City missions were definitely the same ones that gave me the most trouble, and I am sure its no different for everyone else. And flying those RC planes was a drag especially for the PC version... wasn't it the Page Up and Page Down buttons that controlled tilting those bastards? And racing that guy was so damn annoying, I am pretty sure on a later play through he got stuck on something so I was quite happy!;-)
For some reason the R/C chopper you had to use early on to demolish the building under construction didn't cause me much trouble. I think it took me maybe three attempts at most to succeed but it did take a lot of time just to make sure it didn't bump into a wall. What really pissed me off about Vice City was that even after I thought I had finished the game there was the porn studio missions left to do. OK sure, finished those and the credits STILL didn't roll so I have no idea what was left for me to actually "finish" the game.