Here's one that bugs me, although it's not an universal rule of golf, but it is a rule of the men's professional tours: the no-shorts dress code rule. It is absolutely asinine to see grown men on hot summer days doing an outdoors sport in long pants, especially when they think they are especially dapper and are wearing wool dress pants instead of something cooler (I've worn tropical wool suit pants in the summer for years and do not find them remotely comfortable). I remember a tournament in the Midwest around 12 years ago, I think it may have been the John Deere Classic, where the temperatures were over 100 and I watched a husky Robert Damron walking around in pants that were absolutely drenched wet with sweat. There was nothing whatsoever classy about that look, I can assure you. I read some PGA pro's comments supporting the no-shorts dress code and it was pretty dumb, something like "Well, have you seen the legs on some of these guys? Nobody would want to see their bare legs!"
There ought to be a rule that if the heat index gets above 80 or 85F, players can wear shorts. Some of them might not want to because their silly white belts look better with pants than shorts, but that retro fashion trend won't last much longer. Allowing professional tennis players to wear whatever colors they like (aside from Wimbledon) hasn't ruined tennis and allowing the PGA to wear shorts won't hurt the sport one iota. Afterall, athletes in almost every other non-winter sport, other than maybe judo or equestrian events (and who would want bare legs rubbing on hot horsehair, anyway?) wear shorts, weather permitting.