If there's one affectation in writing that makes me insane it's the lack of quotation marks. Really, there's just no excuse for this. Nice article on the topic by Laura Miller over at Salon.
Perhaps the most famous shunner of quotation marks is the novelist Cormac McCarthy, who told Oprah Winfrey that he preferred not to "block the page up with weird little marks. If you write properly, you shouldn't have to punctuate." (McCarthy also disdains the semicolon. And it should be added that the 18th century's most revered English stylist, Samuel Johnson, boasted of writing so cogently he never had to resort to parentheses.) There is a hauteur to such pronouncements; they amount to an assertion of the speaker's superiority. Lesser writers might have to resort to cluttering their prose with "weird little marks," but not a master such as moi.
This is why I have never read Cormac McCarthy and most probably never will.