One is when I see people exercising on the equipment without shoes/shirts. This isn't the sauna people, you need to be dressed here.
Another is when people don't clean up after themselves. Just the other day I saw someone working up a good sweat, dripping all over the bike, and he didn't bother to take the 5 seconds required to wipe it down when he was done. Gross!
What are your gym pet peeves?