SSBB, I can never get the hang of ZSS and Wolf, as much as I try. And oh, how I try. I finally got the hang of Ness, though (PK Fiah!).
Anyone who isn't Raphael in Soul Calibur I also have trouble with - me and the rapier guy just clicked really well, and I can't pick up anyone else.
For anyone who picked up any version of Jump Stars for the DS, though - how in hell do you play Dr. Mashirito?