Window Salesmen: Renewal by Andersen quotes a quarter of the value of your house for window replacement (I think we got quoted 3700 / window) and their sales tactics are more aggressive than a used car salesman. What they do is not terribly difficult, but most of the big box stores won't sell drop-in replacement windows for standard sizes, so even Lowes / Home Depot get you by the short and curlies trying to force custom orders and install fees.
HVAC techs. Granted, when you're paying $400 for a capacitor replacement, you're paying $20 for the part, $100 for the diag and labor, and $280 for not having to drive to the HVAC supplier and waste half a day to get said part and do it yourself. My number 1 complaint about HVAC is the suppliers seem to be open from 10a to 3pm M-F, and you usually find out your crap's broken on a Friday afternoon at 4pm. Either pay the tech fees to get it fixed in a few hours, or sweat out the weekend and hope you can get to the parts depot first thing Monday.
Plumbing, well, you pay the premium for the tools, experience, and most importantly WARRANTY. The barrier to entry to do PEX is a big enough step to keep most plumbers in business.