I've had two that were incredibly difficult for completely different reasons.
1) A Closer Look, a company that rarely pays and is usually only reimbursement-only had a few shops for a local NY chain of casual dining barbecue places, and they gave a pretty good compensation, so I grabbed two of them. Once I read the instructions, I saw why. It was a new policy at the chain that, after 9:00 PM, an 18% tip would automatically be added to the bill. I was assigned to enter after 9, eat dinner as normal, then refuse to pay the tip on the bill at the end of the meal and ask for the manager so it can be taken off. There was basically no way I couldn't come across as an @#$%& (the stated scenarios I could play were to pretend to have "financial hardship" which makes no sense if you're going out to eat a $50 dinner but can't afford a ~$9 tip or have an ideological issue with tipping which is just absurd, but I was not allowed to claim that the service was substandard or leave a tip in cash) but I had accepted the shops and I was a new college grad and could use the money, so I did them. I figured, hey, I could come across as a jerk but it's not like I'd be returning to those places again and it was better that a mystery shopper complain about the policy (which, IMO, was absolutely ridiculous) than a paying customer. The only scenario I'm allowed to pay the tip is if I'm threatened with violence, physical removal or the police being called (the fact that this was even in the guidelines for the shop should've clue me in both to how bad my experiences would be and how bad the company that was being mystery shopped is)
First shop I'm assigned, ask for the manager at the end, and he's very hostile and accusatory. Says they'll put my picture somewhere up in the restaurant so people know I'm a bad tipper, say that since I'm refusing to tip that means my server did a bad job and he would be automatically fired if I didn't tip (even though I made it clear I didn't have an issue with the service), he starts yelling at me in the restaurant. I do, however, stand my ground even though I'm very emotionally distressed. I text my scheduler immediately to let her know what happened to make sure that, if the manager tries to fire my server that the company intercede.
I debated canceling my second shop, but I had already made plans revolving around being in the area and I did and still do stake my reputation on not canceling shops, so I go through with it. I figure the first manager was just unreasonable, and the second location was in a slightly more upmarket location so maybe the manager there will be a bit more lenient and subscribe to the "customer is always right" mindset. Another screaming match with the manager when I try to have the tip removed (or, rather, I tried to keep as calm as possible because I was working, which the manager apparently forgot) and I caught him in a lie of stating the tip policy is on the restaurant's menu, which it wasn't (he claims that it was on the thin paper placemat that had been rendered illegible because of a wet drink placed on it, but I think that was a crock of crap). I keep on being told I'm doing the same as "dining and dashing" when, again, I was maybe refusing to pay for about $9 (and, again, in reality I'd never be that cheap as to argue over such a small amount). The manager did end up threatening to call the cops on me and I relented, paid, left, texted my scheduler and told her I'd never do a shop for that client again.
Upon retrospect, not only have I not worked with that client again, but I haven't done any work for ACL (despite their schedulers often frantically texting me and trying to get me to work for almost-free for them). I'm disgusted both by the restaurant chain's policies and ACL actually thinking that was an ethical shop to put me on.
2) I had been mystery shopping for a while and had carved out a niche as being a very good, fine-dining mystery shopper at Coyle. I hadn't seen my girlfriend of the time for a bit over a month due to a combination of my day-job and her schoolwork (she was a law student at a top-tier school and had to focus on her finals) so I begged my scheduler to give me something nice for the first time in our schedule that we could see eachother, and I got a very fancy French restaurant; white glove maitre'd, foie gras, frogs legs, the works. I notice my girlfriend isn't being as affectionate to me as I'd expect a woman who went over a month without seeing her boyfriend, and so between the appetizers and the entree the woman breaks up with me... while I'm trying to take notes on the dinner and hold back tears. And since I had laid out over $200 for the dinner (she, graciously, stayed through dessert for the free food despite no longer being my girlfriend) I had to get the report in to the editors, on time, but my notes and timings and recollections of the events were all off. I still somehow submitted it and got a 100% grade but I was an emotional wreck not only during the shop but when writing the report, because I still had to think back to when she said "I'm leaving you" to remember whether or not the waiter offered to refill our wine.