For me:

G2 Smokescreen. My first one sheared in half years ago but I was able to glue it back together. It broke again last year but I didn't have as much luck this time. So I just said fuck it and got a new one. I keep the new one in robot mode and the broken one in alt mode.

The FOC deluxe seekers. I heard a horror story on this site about how the knees simply snapped off. I can't find the thread again unfortunately.

Planet X Kadmos. I broke his right antennae the moment I got it out of the packaging. I managed to fix it but I'm terrified I'll snap it or the other antennae off If I transform it. Keeping the landing gear deployed in alt mode helps.

I'm also mildly concerned about my Selects God Neptune. One of Turtler's arms is slightly loose.

 

I don’t really have any figures i’d NEVER transform again, but there are some that spend most of their time in robot mode:

Siege Shockwave and Soundwave, vehicle modes are sub-par and not really worth the time to use.

SS Jetfire: Not really hard, just doesn’t stay together very well.

 

Most Masterpiece toys,

Studio Series Devastator - probably never leaving combined mode as I gotta gather together all them instruction booklets/

I suspect Haslab Unicron might be that way as well, unless I want to make transforming it part of a workout regimen.

 

Studio Series Devastator - Not only for the issues I've been hearing with people leaving him in combined for long periods of time, but I also just love messing with some of the figures by themselves. Combined mode is very impressive and originally what I got the set for, but I find myself going back to it less and less.

POTP Volcanacus - Opposite issue of Devy, I prefer the combined mode vastly to the individual robots, since on their own, they're kinda weak. It helps that I have all the big 3P upgrades to him, so the combined mode is very bulked up.

BWN Big Convoy - I absolutely love this figure, but all the big panels and closely moving parts just make him a pain to transform.

Armada Unicron, Cybertron Primus - Lumped together since they're the same issue, planet mode is conceptually neater, but robot mode is just way better in every way display-wise.

 

Kingdom Megatron. I love both modes but I won’t be switching back and forth between them frequently. Already got stress marks on some of the joints. And I can’t replace $50 toys on a whim.... but I do love him though...

 

I decided to give it a go. It took me half an a hour, and the instructions weren't enough - I had to find a video.

It felt...excessive.

 

ToyWorld Orionvil. Pain in the ASS.

 

Masterpiece Jazz. I love this figure so much. Unfortunately transforming it so many times has caused the paint to chip. I do plan to getting more though and give the current one I have away to someone but when I do get another one I will never transform it. I want it mainly for the robot mode and again I hate that the paint chips

 

MP-44 Optimus Prime. He has the best Optimus Transformation scheme ever, but it terrifying to manipulate.

Earthrise Scorponok. Because I've been paranoid about giant ratchets since the Trypticon debacle, and I'm even more terrified that we're going to all be buying 3d printed Unicron ratchet replacement kits in about 4 months.

 

None.
If it's a pain in the ass to transform, then it can't become a figure I like.
If there's transformers in my inventory that I haven't transformed for years, it means it's time to be sold.