Ghasts are really annoying for many reasons. They make very annoying sounds. Their fireballs can destroy a flimsy bridge you are crossing or knock you into lava. When you think the coast is clear one can float around a corner and surprise attack you. I can live with all that and I build everything in the Nether out of hard materials like cobble or nether brick just to ghast-proof them.
The one thing I really hate about them is that I have such a hard time hitting them with a bow. I mean, these things are enormous! It should be like hitting the side of a barn. But they are the only mob I have trouble hitting. Go figure.
I like firing at Ghasts at long range; think its helped my distance judgement with a bow. Its quite satisfying watching a ghast disappear out of visual range as one of my arrows arcs towards it and kills it "off screen" as it were. The only frustration is when they are distant and you have to fire where you think they will go, but of course they change direction just after you've fired and you miss.
If i'm pillaring up quite high to mine glowstone in the roof, that can be quite a bit nervy when you suddently hear the fireball launch sound, but i usually just pillar straight down automatically now as the fireball will undoubtably be aimed where I was, and will miss. Using netherrack for pillars and an efficiency pickaxe usually means you can pillar down quite quickly.
The only thing i really notice is that sometimes Ghasts very high up above me that suddenly descend can't seem to see me when they are mostly above you. I had one not long ago that just drifted down til it was almost atop me I was able to jump up and hit it with my sword