a) Trebs and Cannon Gallies: I found it quite annoying have find a couple of trebs tearing appart your walls and castles while your troops were out and didn't know it till they started firing. Same with Cannon gallies. Spanish canon galls were insane.
b) Paladins: I don't know about you, but IMO this unit was waay too good with full upgrades. (Cata's are really close because they could counter helbiers so well and could damage multiple units -and- didn't need those really expensive upgrades pally needed)
c) Petard: Most useless unit imo, almost skirmishers were really close. Died really fast to towers, did squat damage to units and were pretty expensive. You had to at least get 5 to have at least 1 able to hit a castle because they got chewed up so fast.
d) All those useless civs that I never play as. Japanese, those 2 civs from AoE that sucked (I think it started with a C and the other one started with a a).
e) AoE Helepolis: This unit was insane in AoE. In AoK I never found scorps too bad.
f) AoE Catapults: If you weren't watching, one of these could decimat your army and base really easily.