The most annoying thing to me (as a web user) is when something doesn't work and I'm just presented with an error. That pisses me off more than anything else. If I get an irrecoverable error (very, very rare), I want to see an error page that gives me options for notification, ETA on fixes, or other things I can do with my data that I just spent 15 minutes filling out.

And just to digress for just a moment, 404 pages suck. If the page isn't found, it's not there, but just don't leave me hanging, give me options or redirect somewhere. I went once to a lecture on usability, and while the lecture sucked, the speaker made one good point; that is that as programmers, we spend far too much time just quitting out of apps when something goes wrong. More care needs to be taken in handling the error. Sending an error message back to the user doesn't actually "handle" the error. It just passes it on for the end-user to handle, often times with no options whatsoever.