How to Tell Someone You're Annoyed With Something They Do

When something someone is doing is annoying to you, you can either keep it for yourself or let them know about it.

The direct approach, while clearly identifying the issue, is the most offensive one to use. If you say "I hate when you do this", it immidiately put the other person on the defensive.
It's better to use a more subtle approach like "My friend keeps doing this and it annoys me greatly" and hope the other person caught on - which most of them do. This approach is about the person you're talking to but isn't directly to them. The next time they're about to do the thing that annoyed you, they'll think twice about it.

It's important to note that changing is hard and while you can tell people what you find annoying with them in hopes that they change, you also have to change yourself to accept people more.