General Frustration:
* Annoyed
* Disappointed
* Disheartened
* Discouraged
* Exasperated
* Irritated
* Outraged
* Upset
* Vexed
Frustration with a Lack of Progress:
* Blocked
* Impasse
* Stuck
* Stalemated
* Hampered
* Thwarted
Frustration with a Specific Goal:
* Defeated
* Doomed
* Hopeless
* Pointless
* Unfulfilled
Frustration with Emotions:
* Angry
* Bitter
* Resentful
* Angry
Formal Synonyms:
* Discomfited
* Disgruntled
* Disillusioned
* Dismayed
Informal Synonyms:
* Bent out of shape
* Cheesed off
* Fed up
* P*ssed off (be careful using this one!)
The best synonym for you will depend on the specific situation and the tone you want to convey.