I wouldn't go so far as to say any toys made me angry, but there a few I've been disappointed with for whatever reason. The most recent one that comes to mind is DotM Skyhammer.
I wasn't overly impressed with Skyhammer in the first place; his robot mode looked okay, but his helicopter mode, though cool looking, bore little resemblance to any helicopters in real life, also his mech tech weapon looked very underwhelming. Despite my first impressions of him, I had only good things to read about Skyhammer on the Internet and a lot of people raved him as the best figure in the DotM toyline.
So I decided to buy him, and realized I should have trusted my instincts. He robot mode looks even less impressive in real life, his posability is horrible especially in the legs, and his mech tech weapon is too blocky, looks cheap, and is way oversized. His helicopter mode looks even less realistic in person and pieces pop off too easily during transformation. Very disappointed with this figure.
Another transformer I'm disappointed with is Beast Wars Torca. I really like the design in both modes, but Gold Plastic Syndrome will only lead to disappointment sooner or later. Recently, my Torca's tail snapped right off without so much as a stress fracture to warn me. I wish I knew about GPS sooner.