NoNewTaleToTell: You know what kind of quest/mission is more annoying than escort missions? Missions with a time limit, especially those with a default time limit that is too short to actually complete the mission, requiring you to do something to earn more time.
Another annoying that I don't see talked about too often, checkpoint based games that don't give you checkpoints at logical intervals. Either give me the ability to save anywhere/anytime or give me a checkpoint before/after any major event (including after each major section of a boss encounter) plus one every so often (IE: every fifteen minutes or so) instead of one single checkpoint thee quarters of the way through an hour long level.
I'm with you. I Detest (with a capital "D") checkpoints. I'm playing along, enjoying the game and the phone rings or someone is at the door. Whatever the reason, I must stop playing and I lose my progress and have to go waaayy back to that checkpoint. Or I die in the game and have to go wwaaayyy back. GRRRR I have even become so frustrated that I'd like to know which games have those dreaded checkpoints so that I can chose not to buy them.