I'm sure there have been some awful shoes in my past, but I can't think of any off the top of my head.
Otherwise, the most uncomfortable thing I've ever worn was a pair of Spanx I bought to wear under a sweater dress. Not only did it squeeze me into a shapeless block, it was impossible to eat without feeling like I was going to be sick. I tossed the Spanx and the sweater dress and swore never to buy another piece of clothing that required specialized undergarments.
The most aggravating thing I've ever worn was a JCrew denim skirt. JCrew, who designs for a very straight figure, just doesn't work on my short waisted hourglass. That skirt would never sit on my hips but would continually creep up until it was sitting at my bra band. I'd wiggle it down, and back it would creep. Maddening! I mostly admire JCrew from afar these days.