There's absolutely nothing in this world that has frustrated me more than knowing how to write a query in SQL but, for the life of me, not being able to express it using the ORM syntax.

Since then I keep using ORMs (because mapping the things you pull from the db to actual objects is undoubtedly good) but I write my queries by hand.

I also dislike ORMs that, by default, when you try to access an object you forgot to pull from the db with the query you wrote, automatically generate another query to pull the data instead of erroring out.