I can understand some of the more 'obnoxious' characters walking around in full ring gear instead of civvies, because those characters tend to think they're God's Gift, etc, etc.
Sometimes it's peevy, sometimes not, but what IS peevy to me is when a wrestler does a surprise run-in, and his or her music hits full volume. Way to ruin the surprise there, production crew.
I mean, the wrestler isn't involved in the match, is unexpected at ringside, but somehow his music plays before the guy hits the ring, even before he hits the stage sometimes. Seriously… is there some sound crew guy backstage whose job it is to have every wrestler's music cued up 'just in case'? They have the Gorrilla position. Is that the Monkey position?

I mean, if I were, say, I don't know, Randy Orton. Perfect example. Randall Norton, as my boss used to call him (he was a bit thick). He's due back soon. His return will be in a prominent storyline, and it's highly likely that he'll want to make an impact on his return, and highly probable he'll want to surprise someone with an RKO from behind, out of nowhere, unexpected. Makes sense, yes?
If I were Randy, planning on dropping, say, Big Show, random example, with an RKO on a surprise return, and some sound monkey hit my music and let Show know I was running down the ramp, that would have the potential to warn Show. If I were Randall, and some sound monkey effed up my surprise attack, I'd be punting some sound monkey in the skull when I returned backstage.

What's even worse is when it's an unplanned, surprise return from someone who's not on the roster, who, storyline-wise at least, no one knows is in the building, or even in the State for that matter, and yet when he makes his surprise appearance, bang! his music hits, his Tron video hits, and the 'surprise' is ruined.

It's fine for someone like Rey, or Sin Cara, for example, as they're the type of characters to do things on the up-and-up, they're faces, they don't tend to do surprise attacks.
It's fine for the Undertaker, as it can be explained away by his 'mysterious powers'. But for anyone else, unless he's returning at the storyline behest of the storyline GM, or someone else with storyline stroke, it makes no sense to me at all.
It's when it's the tweeners and heels that it peeve me out, or a major face who's been out for a long, long time due to a storyline injury and is back for revenge. They'd want it to be a surprise, gosh darn it!
I know the IWC/Dirtsheets/Newzsheets/etc mean that the vast majority of 'surprises' are ruined in real world terms, but they should at least try to maintain some sense of reality within the storyline universe. I think a lot of surprise returns would be a lot more effective if the guy just runs in from backstage, out of the crowd, under the ring, lamps someone in the back, whatever, and the crowd are left to think for just a moment, "Who the eff is that? OMG IT'S <Insert name here>!"

That's one of my pet peeves anyway.
That, and WWE PG.
And Super-Cena.
And the state of women's wrestling in the WWE.
And the horrendous way the Anonymous Raw GM was handled.
And that Claire the Pregnant Addict(tm) on Impact. My God her nasal whine makes me want to kill someone.
And when I write a long, potentially funny, potentially wise comment on here and it doesn't appear for some reason.

As you can see, there's a few pet peeves. I should start a petting zoo…

Besides, we all know Sheamus doesn't retain damage over the course of a match.

I could not agree more I hate that. I mean even if they are going to have a dark match later it still seems silly.