LOL! I just smoke more when the market aggravates me. :-)
I quit using stops for the most part for the same reason. It's also why I set my TP levels quite a ways from a particular level so I make sure I get filled. Or I'll just do as you mentioned and close the trade manually at market price rather than plug in a level.
They really do conspire against us on a regular basis. The whole game is rigged for us to lose money.