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The Register notes that online shopping can be unnecessarily hard. I've ranted about the bad aspects of Lufthansa's site before and chimed in with another Register report, pointing out the particular stupidity of NatWest's online banking. This still remains one of my least favourite sites.
Another one fairly high on the list is The Trainline, a site to book railway tickets in the UK. It's stupidly hard to use, very slow and a complicated multi-step process to book a ticket. Haha, joke alarm. Of course it's a complicated multi-step process to find out train times and prices. Did I mention it's slow and locks up Safari completely while running for some reason? If you just need timetable information, better use Deutsche Bahn's site. Because of that site, I still haven't booked the train ticket I'll need to get to Bath on Sunday...
Talking about railway fares in the UK... they suck big time.