My personal top 5 veto list goes Ambassador, Minion, Tournament, Alchemist and Chapel, in that order. These are the cards I'll veto out of pure dislike whether I'm first player or not, and no matter what the rest of the board is. Basically, the cards that not only create a pretty boring, usually unavoidable strategy but depend heavily on shuffle luck or, in Minion's case, a race to rush a single pile. It is not as if these cards don't require skill to use (Ambassador and Tournament, certainly, aren't just "shut off your brain and go through the motions" cards in the same way the other three are), but they both can be an absolute slog to play. Ambassador is hands down my number one, mostly due to a string of games in which I opened double Amb and drew the dreaded Amb/Amb/C/C/C hand on turn 5.
Barring that, it's pretty mood dependent for me. Sometimes I'll shut out obvious combos or power cards if I don't feel up for that particular kind of game (stuff like Grand Market, Ghost Ship, Duke, Market/Highway, Ironworks/Gardens, University/Watchtower, Governor/Goons, Nomad Camp/Fool's Gold, Hamlet/Peddler), or, when I'm second player, cards that heavily favor first player advantage (Militia, Cutpurse, Goons, Village/Torturer engines, IGG).
..And sometimes I just say whatever and hit random. Ironically, two of the cards I see vetoed most often are cards I almost never do: Possession and Tunnel. The latter really bums me out sometimes.