Graduate advisors: what are some qualities that make a graduate student difficult to supervise?
Strange question, but here you go:


Knowing better than the advisor (in reality or imagination) and hammering that point in to the advisor 
Knowing better than the nature of the matter at hand and continuing to hammer at it without it sinking in (thanks to Darkwing and computercarguy for the original suggestion)
Being disorganised
Having to be told to do the same thing repeatedly, without effect, without proposing an alternative, or without explicit (justified) refusal
Being unable to write, even while having results
Being a brilliant writer, making weak results look better than they are
Being perfectionist to the point of ineffectiveness
Being sloppy, so that everything that the student does needs to be double- and triple-checked for correctness; sometimes, reintroducing errors after they have been corrected already
Being afraid of success and/or one's own greatest enemy


One thing that does not constitute a difficult to supervise student is a genius who doesn't listen, but gets results and writes them up. It may give a dent to the ego of the adviser, but, like a dent in a Jeep, it's a dent worth having.