The hills I dislike most are the one that don't really achieve anything. The most frustrating roads I find are those that look as though they follow a river valley, but still find reasons to climb up the sides and come back down again. Much bigger climbs that cross real geographical features, typically from one river valley to another, are the satisfying ones.
So I've voted for "pesky hills", meaning the annoying ones I've described above.
Most of the time, I find the key with headwinds is in the mind. Don't fight it, just use normal effort and accept being a bit slower. I find the wind speed needs to get into the high teens before it becomes physically unpleasant, and I'm unlikely to go out on those days.
Up to that sort of level, I usually find I'm pleased at how easy it feels riding outwards into the wind, and then disappointed at how little it seems to help on the way back.