When I was about 7, I used to have this Konami handheld TMNT game. The kind of thing that had a basic LCD display that would just flick between the different positions, like a digital watch.
It was so fucking hard, so fucking annoying. I would throw it against the wall or just scream and actually start biting and chewing it. It ended up covered in teeth marks. I haven't got anywhere near as mad with a game since then apart from Phantasy Star Online on the GC. After 100s of hours, the memory card corrupted and I lost my character. I was so pissed off I ripped the top off the GC.
More recently, I just tend to kind of hang my head and sigh. I'm far too mature for those shenanigans now. The other day I was playing Lost Odyssey. It's easy as piss until that dragon boss who can kill all your party in 2-3 turns if he does the same move in a row. I died 3 times on him, used GameFAQs, died again, then did it on the 5th attempt after grinding three very slow levels. Then I moved into the next area and half an hour later was killed by normal enemies despite entering the battle with full HP. I raged moderately. Then I reloaded, got to the same point and then got DISC READ ERROR on the screen. I didn't rage, I just kind of resigned myself to the fact and played Fallout 3 instead.
Edit
my PS1 controller had bite marks on it
It's good to know I'm not the only one that would bite my gaming devices.