One of the worst ones is those malicious "your computer has been infected" ads, that web browsers allow to disable to close tab buttons with message box windows and such. Users get frustrated, and give up and call the phone number, pay the $250, etc.
It's very hard for me to convince people that:
A. More than likely anything you do before you call me, is going to make it worse.
B. You can always just shut off your PC.