A few things that annoy me:
#1: Insane REXing on the AI's behalf
#2: I am SURE there is a HUGE

bonus for the AI in war-time, as Monty just kept spamming wave after wave of suicide troops in my last war. All his cities took at least 10 turns to make a unit MINIMUM (I had SO MUCH EP against him, I could see all his cities

), but, even then, he was able to whip up 10 units [edit]every 5 turns[/edit]. It seems as if he doesn't want to build any buildings or infrastructure for his cities.
#3: The INSANE bonus AI gets in WW. In that very game I must have killed nearly 100~150 units. I look in his cities, and his biggest city has 2 war weariness. 2. I get 4 war weariness in a simaler sized city after losing my stack of ~20 units in a war -.-
#4: The unlucky fact that I ALWAYS get the big continent with a very few war mongerers and tech-hoarders. Meanwhile, on the other continent, thier weakest member has more points than our strongest member, as well as 6 (5 if we are lucky) religions, a whole bunch of wonders, and an insane tech lead. Playing catch-up is not easy.
#5: Nuclear non-proliferation treaties. In the real world, those treaties are hard to sign and enforce. However, in civ, they are often signed before the Manhatten Project. I WANNA NUKE SOMEONE (thus why I am disabling Diplo win for my next few battles)
#6: The AP "Peace between members of the same faith", and the UN equivelent. This stops wars, and are so annoying. When I have had enough of defying these motions, what should be the second motion but "Assign the city of XXX back to the noob AI who couldn't defend its cities". I don't lose cities, but I wonder if the AP will work for me? And if I could just survive without milatery power, just the AP defending me
#7: Mobile SAM + Modern Armor columns. There are NO COUNTERS for this sort of attack. The only way to beat them is MORE Tanks + Mobile SAMs. And that logic is flawed because of #2. Or nukes, but then again: #5. At least Airships can only do max 10% damage.
#8: Monty. I didn't understand that he was so insane, but the fact that he refused, after losing said 100+ units, with a cost of about 6 of mine (I am an awesome defender, and look mum: No walls

), he still DEMANDED A FRIGGIN CITY. I have never had that before. I had to capture a city, and give him that one in order to FINALLY get peace. I understand why people call him crazy after that...
#9: AI demanding stuff that you could never demand of them. Techs, thousands of gold, CITIES

O), resources... I want to red-out some of my stuff, just to avoid the unstoppable "You refused our fair trade of 3 million gold, and all your techs, for nothing" negative diplo modifier...
#10: The barb uprising event. Never have I seen something so broken before... Game-testers missed something BIG.
My top 10 annoyances. But mostly the game is perfect, and those things are just minor.