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Sewers usually have a confusing layout with grates randomly blocking paths. The puzzle usually involves opening/closing/flipping various valves and switches to open up paths. They are usually filled with mobs that are heavy on inflicting the most annoying status ailments in the game.
Thankfully, Ding Dong Well is the second dungeon in this game and there's a limit to how annoying they can make a "sewer"-like level that early in the game.
Prisons usually involve an annoying stealth sequence. This is normally combined with stripping all your gear and forcing your party to fight shorthanded while you slowly recover your gear. And even worse are the ones that force you to manually equip that gear using a not so user friendly inventory system.
I actually like prison levels for that exact reason, I love having all my stuff taken away and having to rough it until I get it back. The level in Deus Ex where you have to break out of UNATCO HQ springs to mind.
Desert areas kind of piss me off usually, because some games make them annoying on purpose. (Earthbound springs to mind) I like prison levels, but sewer levels do sorta bother me. The way that they're all those circular style sewers with the walkways on the sides... It does feel pretty lazy.
I always get frustrated at the mazes that force you to take the correct path or they warp you back to the start, especially that ones that have no real hint or direction on which way you have to go, just always feels like cheap/lazy dungeon design to me