I don't know that my absolute favorite artist has a bad song. But here are a few songs I hate by artists that I love:
Bloc Party (original lineup/first 4 albums): 3 x 3. Not sure why, just feels anxious in a bad way? Always a skip for me.
Keane: Ishin Denshin (You've Got To Help Yourself). This is a cover from an EP so maybe too deep of a cut, but man do I hate this track. Just feels cloying and awkward. Like they were trying to recreate the original but were too in awe of it.
Peter Bjorn and John: The Feeling. The first track from their true followup to Writer's Block. Just feels like it's a song that's weird for the sake of being weird.