The ones I find least useful are the ones which keep on changing. Like Facebook (wherein the RSS feeds disappeared about a week ago), or TortoiseHG (which threw away a perfectly good GUI and replaced it with one without several useful features), or cPanel (which has taken a simple login page and epically broken it).
This isn't really an anti-change rant, but more of a rant about poorly thought-out changes that overcomplicate and break things. The cPanel one is a good example: their login page now does all sorts of weird AJAX stuff which while appearing slightly more responsive actually slows down the login process (by a not-insignificant amount if you're on an even slightly sluggish connection - that extra AJAX request will cost at least twice the round-trip delay to the server), and also stops it working on some browsers. TortoiseHG removed a very useful and well-implemented feature that allowed you to selectively commit portions of a file, and instead suggest that you use the shelve feature. This has the opposite behaviour (allows you to selectively revert portions of a file), has a rather confusing interface, and requires you to remember to unshelve your changes afterwards. And Facebook... every time I go to their site they've taken some useful bit of behaviour and hidden if not outright removed it.
On the other hand, Outlook Express just continues to work (the highest praise any software can aspire to), Semagic continues to receive updates adding new features while not breaking existing ones, and my Livejournal friends page still looks and behaves exactly how I want.