The ones I haven't seen mentioned are banking and lending, with their never-ending barrage of fees and consumer-unfriendly T&Cs. Mediocre value and service at best, outright rip-offs at worst. Generally speaking, the bigger the company, the worse the value offered. Couple that with our tax bailout, and they've become the hands-down biggest ripoff of Americans.
Close on their tails is the life insurance industry. Their forte is selling over-priced "investment" vehicles to ignorant, fearful people who would be better served with simple term life products, ideally some sort of cheap group life. Property and casualty insurance is far more straightforward and generally a much better value IMO. Many P&C companies offer atrocious service, however.
Cable and land-line phone companies also tend to offer poor service at inflated prices, mostly due to limited competition. Cell phone companies generally offer better service in my experience, but tend to gouge for add-ons like text messaging. I'd single out Verizon as one of the worst in terms of customer-unfriendly equipment and service offerings, blatantly crippling their phones to force customers into expensive and unnecessary premium services. Maybe some other carriers are equally bad.
Software companies generally are OK on pricing, but often deliver abysmal service. This industry is plagued with companies who seem to think they have some God-given right to abuse their customers. Aside from trying to disclaim any responsibility for selling products that actually function as advertised, we have the whole "software is licensed, not sold" scam. Bullshit! I walked into a retail store and picked it off a shelf. It's mine. Then there are are the never-ending copy (and use) prevention schemes, the gaping security holes, the lack of support, the annual "upgrade" scams (often not upgrades at all, and with some companies essentially disabling older versions), the nonsense license agreements, the bundled spyware, and in at least a couple of cases, the wonderful root kits so helpfully (and silently) included. All in all, an industry that should be ashamed of itself.
Finally, I'll throw in the entertainment industry, specifically the xxAA companies, who offer many of the same abuses as the software industry (brothers in intellectual property abuse). Other delights from these folks include their perpetual copyright grab and their "screw fair use" contempt for their customers.
That's my off-the-cuff list.