Me personally? Uzbekistan. It wasn't a big problem, just time-consuming, lots of paperwork, and the approval of the Letter of Invitation by the Ministry of Tourism took ages. Plus, I had to pay expensive courier fees to send my passport and documents to Washington DC, since we Canadians have no local embassy or consulate.

Visas I hear are even worse, depending on your passport, are: Angola, Saudi Arabia (especially if non-business and/or if you're a woman), and Russia if you're applying from outside your home country. I haven't tried to crack any of those as of yet, mind you.