Sivir - Bypassing my Spell shield or good spell shield juking. Anything that's difficult to shield (stuff that has no animation before you need to shield it particularly). A lesser annoyance is "spammers" that don't care if you blocked an ability, they have plenty more to just keep nailing you with. Kennen comes to mind. I can block his shuriken, but I can't stop the 1 in 4 auto attack, then there's the instant cast AoE that auto hits, and there's the lighting rush and ult. Too much to block.
Shen - Not much actually. Well BV is annoying. His moves are high energy even late game, so 1 BV means that I need to be at full energy in order to Vorpal to break the shield, then taunt.
Nunu - Maldred's BR chews through Nunu quickly. I'm extremely reliant on my team to generate hard CC and take out enemy carries.
Cho-Gath - BV of course. Hard Stuns are also annoying, but not "killer". Silence is also annoying but not killer. But in general, dodging ruptures (which is fairly easy) is the best way to ruin Cho's day.