The Banach-Tarski paradox comes to mind first. I don't think anyone argues that the proof is wrong, but you'll easily find people to argue that that very fact means that the full axiom of choice should be held in deep suspicion.
The 4-color map coloring theorem is more interesting in this thread, though; I think it's the best known example of a proof that offers little to no insight into why the theorem is true. I don't think any solution that requires breaking a problem into 1,936 special cases, and then mechanically checking each one of those cases, will ever lead to an understanding that makes the theorem "obvious".