December, January and February.
December being the worst.
It's like 11 o'clock on a Sunday and you know you have to go to bed cuz that horrible monday is coming.
February is particularly crappy for some reason, but April and May also have this huge "why" factor that you end up feeling about a week in. They just seem to go on forever, probably because the American schooling system revolves around finishing up in/extremely close to June. It's like being able to smell wonderfully cooked food from the other room, but knowing that you can't eat it for 3 hours.
Even though it's my birthday month, I'd have to say February. That's when lack of sleep really catches up to me and for some reason I always feel the worst. March is second to February... especially this year's. You don't even know how many breakdowns I had in February/March