Good topic
Hate list:
Poland (As everybody else has mentioned, if you're a player in eastern europe, it's the greatest pain in the ass to conquer, as you'd better not be doing any sieges during winter. Plus all it's provinces which look big in the eye are just dirt poor.)
Mughal Empire (The meanest m/f in the Indian subcontinent, won't let you colonise and it's hard to conquer, even if you're Persia. If it ever gets to trade level 4, you can kiss your total monopoly in Delhi goodbye too.)
Netherlands (I specifically hate the preferential treatment they get in their national emancipation. They are acting as if they were conquered by the Atzecs and are used in human sacrifices for crying out loud! Plus I let them revolt from me when I played Austria and they inherited my high trade level and started killing me in several CoTs.)
Helvetia (That country is a real mantrap, since it draws large AI armies from all over Europe that do no more but die outside it's walls. It 's good if you're their ally, but I usually am on the other side. And of course if they go reformed, they get perpetually at war with all your catholic allies.)
Ragusa (The IGC team's greatest sin. Apart from being another mantrap, it is a vassal of Hungary, one which Hungary seems unable to annex. This is bad if you're Austria and you're supposed to vassalize Hungary sometime. It was finally proven easier to just conquer Hungary and let Ragusa rot.)
The Knights (Useless as alies, not worth to conquer as foes, not even good for a bloody RM, plus they have this perpetual alliance with Genoa and Modena, which are real gems for diploannexation, so you have to break it somehow and this means you end up in war with the Knights themselves,etc, etc)
Brandenburg (These damn krauts have the meanest army in all germany and they're not stupid enough to lose all their provinces to you, but they are going to come back to relieve their sieged cities. They have to be taken care of in one war, no matter the cost, or be left alone, along with the rest ofthe northern HRE.)
Oman (Those pesky bastards are just a couple of thousand souls, but they are more annoying in trade and colonisation and more hard to annex than the whole Persian Empire)
Wallachia (The most slavelike janissaries of the Turk, they never get free from them but are always there to declare war on you prematurely, so that the sultan won't see his stability drop a bit! And they know they're never going to be annexed, because getting them is the only way to get a quick peace with the Ottoman hordes.)
Crimea (They are the biggest wussies in Europe. They look all big and powerful with their 50K armies but if you're allied to them and go to war with Poland or Turkey, they don't know you. And then they get annexed by Russia 10 times more easily than any of their neighbors.)
Like list (NOT protect list):
Greece/Byzantium (Due to ethnicity)
Sweden (Nice colour on the map, nice leaders, good cannon, even when I'm Russia I have better things to do than mess with them.)
Portugal (They explore and colonise half the world for us and when Tordesillas and their colonial dynamism is off, it's easy pickings. Good boys really, even if they do trade in slaves.)
Persia (They cover a big big gap in territory and keep the Ottomans at bay, so sucessfully that they may forget to mess with Europe. Plus they have cool province names.)
Incas (These boys, unlike the Aztecs, know what a fort is and use it against the greedy Spaniards, so that they may survive long enough for somebody else to look that way.)
Burgundy (Whenever they're around, strategic gameplay in Europe is totally different, plus they're good as an equalizer for Spain and France.)
List for countries for which I bear ambiguous feelings:
Eire (Ok they're cool, they're revolutionary, but why do they always play into the hands of France? They're either getting vassalised or hand over Irish provinces to their french allies. The Scots never do that.)
Ethiopia (A nice Orthodox ally in Africa is always handy, but don't even colonise the horn of Africa, for they'll doublecross you and come burn down Mogadiscio.)
Iroquois (The nicest savages in the game and good to get your maps from, but why won't they go live coser to the shore, just to make it more difficult for those pilgrims to eradicate them?)
Nippon (They're cool, they don't mess with the world, but damn they're hard to find. Why the hell should my objective in 1492 be to "Discover Edo"?)
Scotland (They're the best allies ever, coming to help anywhere their ships can reach, but then why can't they punish the English in their own island. They're fighting in a linear progression anyway, how hard can it be to beat the puny English armies?)