To me it was running through the Haunted Mansion thing with the red light. Don't get me wrong I rarely ever die at that part, but the suspense of me messing up (especially if I am speedrunning and don't save) is high.

One word: GOD. At least on normal mode (not on normal new game+ mode). I absolutely fucking hate that part, especially since I'm terrible at not healing up every time I get hit prior to that.

I have been doing Extreme mode lately and I should've mentioned GOD too. I used to only use melee weapons unless I am speedrunning, but Extreme changed that. I have to save up sooo much ammo just to fight God and if I run out its near suicide.

The church is pretty annoying. Otherwise most of the game is pretty straight-forward.

Personally, the sewers on a normal game. At least they get all bleedy-wally and creepy on NG+.

The game starts off fantastic with the mall and its otherworld. Then it kind of drags with the subway and sewers and then soon after the construction building (especially in comparison to the entire rest of the game). It's pretty annoying for me to go through it after beating the game 900 times.

It's fairly tedious but at least makes up for it for being somewhat unrelenting once you hit the office building otherworld.

I'm kinda with you here. This is probably how I'd rank the levels, from best to the worst.

1. Shopping Mall
2. Construction Site
3. Brookhaven
4. Lakeside Amusement Park
5. Church
6. Sewers
7. Subway

Like you said, the shopping mall is a great location, a perfect blend between reality and the Otherworld. Then I'm also a huge fan of the construction site, which makes great use of the floors and elevators for a fun playthrough (also the horror level is intense here). Brookhaven is a classic, of course, but that's probably since its pretty much a rehash from SH2. The same goes for Lakeside, although its such a huge graphical update from SH1 that its basically a new location - the haunted house is pretty cheesy though. Then you have the Church, which is very annoying to play through although it has its epic moments such as Alessa's Room. Both the sewers and the subway levels are equally bad, they're not just annoying - they're boring as hell and offer nothing fun to gasp at.

I don't really count Heather's home and the streets of Silent Hill as levels.

I don't think I'd call any part of the game annoying, but I'd probably choose the subway station as my least favorite portion. It's generally not that interesting and sometimes I still make a wrong turn or two.

The subway is the only spot I can get turned around a bit still. (Especially if I save, quit, and then come back.) I just replayed and I still feel generally this way, but It was definitely a bit more straightforward than I remember.

This game has the most boring parts of all the games. Everything sucks from the subway until the construction site. I can't even play it anymore.

Yeah, I find it's super tedious on normal games. But when you play NG+ some of the areas are way more interesting visually at least. Those areas are definitely a slog to get through normally.

The Subway for me. So much of it just looks the same so it's easy to lose track of where you are.