Wonders, I'ma wondermonger so it sucks when somebody beats me to Great Library or Pyramids, or Parthenon on Warlord/Prince!
Voted "other". All of the above are cases of the AI doing something it should be trying to (with the exception of Jon's example, the 1-tile-off city. My biggest little annoyance is when I click on a unit to give it an order, and then I end up giving the wrong unit the order because the game decided I need to give someone else an order next instead.
That takes the cake because it should NEVER be happening, and yet it does and can cost you a unit, or a settler, or worse: a battle.