The really major thing we hate is in the sporting world. Whenever a Scottish team/person is doing badly, they are termed 'Scottish' but when they win something they become 'British'. Since much of the world (USA in particular) views England and Britain as one in the same, our athletes suddenly become English. Then you have the denigration of Scottish sport as a whole, despite the fact that it punches well above its weight for a country of our size, indeed one which is often overlooked in terms of funding (another point of contention). Finally, the English never stop banging on about their athletes when they win something (1966 being, of course, the main culprit). While we don't mind the fact that they won (incidentally, statistics show that most Scots now support the English in competitions where their own compatriots have been eliminated), the fact is that they do bring it up far too much. It's not the winning we don't like, it's the arrogance of some English people (particularly in the media).
And then of course you have the historical reasons, such as Jacobitism and the like. If we started on that we'd be here for hours.