It seems that no character can annoy me completely. Junpei is, yes, annoying, but he's supposed to be, and where P3 is otherwise pretty serious and dark, I found him to be great comic relief. The Operation Babe Hunt was the best.
The only times when he genuinely annoyed me was when he remained pissy for like a MONTH that the MC remained the leader of the group. And then when
he bitched at the MC for bringing that 13th Shadow to town with him - yes, as if the MC had ANY IDEA.
I'd have to say that Cielo in DDS is slightly annoying.