There are two for me....

Alan Rickman as Snape. I think he plays him too droll, a little too comical. The way JKR describes him, he's supposed to look more menacing. I don't know if it's the direction or what, but I think there could be someone out there that it would be easier to hate.

And Michael Gambon. I think he's an awful Dumbledore. Case in point: in GOF, right after Harry's name comes out of the goblet, Dumbledore runs at him and like snarls in his face asking him if he'd had another student enter him. Dumbledore does not actually do this; in fact I don't think Dumbledore raised his voice at all until HBP. He's just all wrong for the part. Again, I don't know if it's the direction or the actor. It's just off.