I'm not jealous of Mary Sue, but I do think she's boring, and I hate it when she shows up in my favorite fandoms. My favorite show is Metalocalypse, on Adult Swim. However, I've practically given up on Metalocalpse fan fiction, because most of it is either slash with overused, cliche plot lines (which gets old fast) or it's a Mary Sue fic.
These always end up being the same. Mary Sue either wins a contest to meet Dethklok/is C.F. Ofdensen's daughter/snuck into Mordhaus by disguising as a Klokateer, etc. She's always under 21 years of age, and she's always short but otherwise flawless (with a troubled past, of course!). Within ten minutes of being in Mordhaus, Mary Sue gets the whole band- Nathan, Toki, Skwisgaar, Pickles, and Murderface, to fall head over heels in love with her. Of course, she feels the same way about at least two of them. Drama ensues, and Mary Sue causes the whole band to fight for her affections. In the end, she has to choose who to be with, and it usually plays out along the lines of "Omg I can't choose! Nathan is just so sexy, but Toki is such a sweetheart! Why can't I just have both?" UGH. I got sick of reading that shit after the first two times.
Self inserts also irritate me, unless it's done a proper way, and I'm not really sure how that proper way would be. I was browsing the Resident Evil fics on FF.net, and I saw so many self insert stories. You know, the "I, a Mary Sueseemingly ordinary teenage girl, gets sucked into Resident Evil! Then, I get to bang Wesker! Never mind the fact that he's a cold hearted super villain who's 20 years older than me."
So really, I find Mary Sues more boring and annoying than jealously inducing.