Totally agree, the few guys that told me just how laid back they were turned out to be nitpicky micromanagers. The guys who also describe themselves as being "by the book" often are not. I think the good captains really do let their actions do the talking. The best captains I've flown with were professional, by the book, pleasant, and constructive and nonconfrontational in their criticism. For me, these are some of the qualities I admire most about the captains.
I like guys who are by the book because I know exactly what to expect... what annoys me is captains who claim they are by the book but instead are very inconsistent. Like they would ignore/do the opposite of some things the book says, and with other things they very nitpicky.
Lately, the most annoying thing though has been this captain who is like a backseat driver.. he is still a CFI in the worst sense who constantly nags me about things like being 3 knots fast (literally, he got on my case about being 3 knots too fast). I haven't had to fly with many guys like this, but for me it's probably the most annoying thing in the cockpit.. like 1000x worse than a captain laying a really smell one on you.