I think my biggest pet peeve is lack of honesty in advertizing. There should not ever be a need for fine print. But the example I thinking of is this:

My bank advertizes an interest rate on their accounts, and the frequency of compounding. They don't mention that this is an APR or APY, simply that its an interest rate. Well my account should be compounded monthly, which it is, but what they do is they take the interest rate listed multiply it with the balance, then divide by twelve. This of course sneaks around how compounding works. Thus they are able to compound monthly without actually compounding monthly. Pretty sick huh?