Rarely. But Regina managed to do it a few times. Love my queen but there were some moments where I was like, "Jesus Christ, Regina, why!?"

Mephisto doesn't really make "bad" decisions, although I was a little amused at him pissing off Shura enough for her to through her sword at his face. He's rather smart and is VERY good at planning things out and staying out of trouble.
Although Arthur Auguste Angel can piss me off sometimes with how close-minded he can be towards demons.
I could probably think of other characters, but I don't exactly feel like it...

Ye. Sasuke pls.

Most of the time no mainly because my favorite characters tend to make decisions parallel to my own but the times they do make bad decisions yes I do get annoyed.

Depends on the decision.

That's hard to say because I tend to passively accept whatever happens in the story and so I just go with the flow with whatever the character is doing. I guess it's happened to me a few times, but it's not really a big deal to me.

Rarely, because I'm biased against them no matter what but when Cpt. Flint killed Gates...I almost hated him forever.