OK, lets start this category off with a good one. In-room heating/cooling and associated sound effects.
Why is it that many hotels think we can sleep with those things chugging away? In the winter it gets cold (dur!), so you need heat. If you turn the heater off as it is too noisy to allow you to get to sleep you wake up at 3AM with cold feet. If you leave it on it will keep you awake all night. In summer the same applies to cooling - you roast and kind of sleep, or keep cool and get woken up all the time.
The most modern hotels have got this sorted, but not all. The hotel I'm staying in right now, which is only 5-10 years old has a very noisy cooling system (not to mention the fridge that I've had to turn off). I am not a light sleeper, and usually sleep for a solid 6/7 hours so long as there are no devices doing an impression of a jumbo jet in my room. I just wish hotels would get this basic stuff right.
My next rant will probably be on the topic of inter-room plumbing sound effects...