Everything with Graverobber and/or Rogue, especially Graverobber. I think I'm quite adept at finding combos in almost any other kingdom, but every kingdom in which those make an appearance scares the crap out of me.
I agree with Black Market, in the sense of "knowing when to get or not get it." It can be a huge time sink and very swingy. When I first got it, I used to mess up using it to try and get cards like Witch or Chapel that I didn't realize lose a huge amount of their impact if you get them more than a few shuffles into the game. It breaks fairgrounds too, and I'm consistently surprised that people at my level (variably Isotropish level 25-31) never seem to go for FGs until I do in those games. FG itself, for that matter... figuring out whether it's worth trying to get it up to 6 or 8 without BM.
Bridge, not in the sense of "knowing when to get or not get it," but in the sense of "knowing which kingdoms with Bridge can make some cards even more OP" (Goons + actions + draw, especially) and how to best reach that before the other player.
In a sense, Saboteur and Pirate Ship, because one of my standards for whether I'm playing against a beginner or a skilled player is whether they actually buy either of those (since they always seem to attract beginners until they learn how much they suck). This has even on occasion led me to let my guard down too much and lose games by simply messing around instead of actually trying, and I even have a mental blinder of sorts on boards where Saboteur is obviously good, such as with Highways. I seem to have one such blinder towards "useless" cards in almost every game, such as double-resource age 2 cards in Seven Wonders, Diplomat in Catan: C&K, or Drama and anything remotely related to it in Through The Ages.