I think Arsenal fans are getting a bad press and undeservedly so.
We're being seen to be spoilt, rich brats who can afford to fork out shedloads to follow the team home and away. When there is the most subtle protest merely asking for Wenger to leave (a banner, shock horror, well, I never), our fans are castigated. In the days in which we actually needed the media to stick up for Wenger, he was the one being ridiculed (unfounded stories about his private life, Gary Lineker making a public mockery of him).
We're doing the right things in the stands and we're going the right way about seeing a change. We have to appreciate that the silent majority at the games, in the crowd, perhaps do want Wenger to stay. We have to respect that, it's their opinion and it's what makes us the fantastic fan base that we are. We're not going to boycott the club and booing the team isn't going to become the norm. The banner is where it starts. I have no idea where it ends, but I hope it's rather more amicable than the scenes we've seen at Newcastle and Liverpool in recent seasons.
Sorry, I've digressed. In answer to the OP, my gut reaction was the League Cup Final in 2011 and/or the 8-2 debacle (I'm still one of the few Gooners yet to have seen a single goal from that game! Conveniently at a barbecue at the time). The time I really thought Wenger had it was the 4-4 against Spurs. When he was outdone by the second hand car salesman. Horrible.