Depending on just what the annoying behavior is, I’m pretty much with @Cruiser on this one (shocking, I know). Sometimes you just have to suck it up. Otherwise, you can use your judgment to determine whether some change in the way you deal with the individual in question can resolve the problem.
I use to work with a guy who was pretty much the king of sexual harassment. He gave everybody a hard time, both male and female, and pretty much every thing that came out of his mouth was sexual. He was also a body builder. One day he was going on and on about my girlfriend and I stopped what I was doing and said, “you’re a big guy, but you’ll go down just as hard if you get hit in the right place. If you want really want to test just how tough you are, if you’re that sure, then just keep talking like that.” I said a bit more than that too, with a lot of swear words and yelling. Anyway, he never said a word to me about my girlfriend again, we got along a lot better, and he even told other people to stop when they started up on my girlfriend. Guy probably would have killed me in a fight, but some people really want you to stand up to them, they just need to know you’ve got some backbone, then they’ll back off. The point is that it was the right thing to do in that situation, and you probably don’t want to do anything like that, but you may find there’s something that will work under your circumstances.
I’m very rambling this morning.