My least favorite attack by a million miles is the knights pile. Aside from possession, it's the only pile I would ban. I don't have much of a problem with junkers or militia type attacks because they can usually balance each other out. Starting each turn with 3 cards is fine as long as I can do the same to my opponent, same with dealing out a curse. With knights, if you lose the split in certain situations, you eventually won't have any knights of your own to even the playing field. Of course, you might not have any relevant cards at all if you're on the wrong end of the "knightmare" as I've heard it called. Not only do you have no chance of winning, you can't even really do anything at all. You basically can't even play the game if you know everything between 3-6 is going to get trashed. For me personally the knightmare is the least fun thing in the entire game. In all other games, even if you're getting destroyed, you can still buy stuff and pull off the occasional good turn just for some personal satisfaction and sense of accomplishment.
The other thing about knights- some of them are just so much better than all the others the vast majority of the time. In boards without trashing, Dame Anna can easily decide the whole game. Same with Martin in games without plus buy. On the other hand, knights like Natalie or Vander can just end up futile as whatever you gain from them might get trashed anyway. Imagine if there was exactly one witch in the whole pile that made your opponent discard down to 3 or one random militia that would give you 2 actions. That's what knights feel like for me.
I also picked minion just because I suck with it, swindler for the possible early game deciding swinginess, and scrying pool because the turns take too darn long, but those are mostly just me being grumpy. I didn't pick any junkers or anything like that because, like I said, you should be able to construct your deck to the point where the punishment is roughly even. Maybe cultist is the exception, but I don't mind ruins nearly as much as curses. The fact that there's only one attack among the whole set of expansions that I would axe really speaks to the balance of the game though.