Much frustration, since I wasn't that good at modeling. Getting those pylons up and straight! Finally built it upside-down once; that helped.
Decals that would curl up in the water. Arggh!
Once I painted the whole thing silver, which was a very soft, gummy paint that would not dry.
When we moved to a house, the dining room table wouldn't fit in the small dining area, so it went in our basement. It became my modeling table. With a cool, plastic Testors drop cloth. Well, one day in frustration at the AMT Ent. I picked up a nearby hammer and went whamwhamwhamwham into the very nice table, making a very not-so-nice 1/2-inch-deep hole in the tabletop. My dad is pretty mellow, but not when he found the hole.