I destroy the base.
I agree on that IFF mission, especially when you get to the part where you must destroy that reactor or whatever at the end. Never-ending husks. It's almost impossible. I've completed the game on Insanity, by the way.
I can't say I felt sorry for the collectors. Actually I felt great anxiety when the leader escaped. I kind of felt fear at the ships in orbit around Earth, but then I guess I realized this is just a game..
The Horizon mission is also a major pain. Granted, it would be easier if I turned down the difficulty, but still...
I really like the Kasumi missions, the Jacob loyalty mission, and I love the scenery of the Overlord mission, but the last part of that mission just creeps me out so much I don't want to do it anymore. The Lair of The Shadow Broker is also a favorite. Recruiting Samara is really great. Very few do I not like.
Of course the Suicide mission is what it is all about. The story cut scenes are epic. The music is epic. I have played the game through 3 times and sort of experimented with a few other builds. I like Adept the most.