The only peeve I have with visual approaches is when I'm on one, and I have the field, but there's no mention of pattern aircraft until I'm about to hit one. I never get any advanced notice of that traffic from approach or tower. At least when it's uncontrolled fields, APP will mention if they see anyone.
Here's one for KiloAlpha "Over to ______, SEE YAAA!!!!!!!" Yeah, I do it, and yeah, so do some of the controllers. Gotta lighten up your day somehow.
As far as radio calls go, the real peeve there is when it's not as much as a radio call, but more of the "ummm, ABC APP....uhhhh, Cessna @#@$ is south east, uh...inbound with .......alpha" "Uhhh, actually we're to the west.......uhhhh, level 3000."