Worst are the one hour international to domestic connections in the US, where arriving passengers must do immigration, baggage collection, customs, baggage recheck, and security within the connection time. After a few days of checking flight status confirmed that the inbound international flight was almost always late, I chose a different flight.
Of course, there are also some airports where delays are so frequent that anything less than three hours is a risky connection, even in a purely domestic itinerary.
That said, some misconnection risks are more acceptable than others. Once, I flew to YUL, connecting through YYZ. Since there were YYZ->YUL flights every hour, a missed connection would not be that big a deal. An alternative itinerary connecting through ORD would have meant a four hour delay if the connection were missed.