Sanji.
Seriously I like the guy and all, but when he's around women or anything that relates to the female species and goes into to his hyper spazzes annoying mode sprouting fits of love, I wish he would just go die. Any other time, he's cool and badass.
Also the fact that no-one dies. Well no-one important anyways, the only deaths I can think of are Kuina, Gol D. Roger and Portgaz D. Rogue but that's even before the story starts.
Unrelated to the story itself, some the manga name translations in English (mainly just Zolo), but that's forever going to bug me, but I should just be happy we have an English version to read.