Commercial Chex mix is pretty hard to come by here in the UK so I make my own. The problem is we don’t get Chex cereal. The closest is Shreddies which is pretty much the same as wheat Chex. There are no corn or rice variants. So my mix consists of Shreddies, Cheerios, pretzels, and nuts. I may try adding bagel chips next time to simulate the pumpernickel chips. So to answer the question - by necessity I leave out the corn and rice Chex.
I always toss the Wheat Chex. When I make a batch of Chex mix the wheat seems to absorb more of the butter than any of the other Chex, resulting in a shriveled brick with not much taste. Maybe it just my way of cooking. 
Definitely the pretzels. Which is weird, because I love pretzels, and I tend to like them in homemade Chex mix, but not in the bagged stuff.
+1
When I make my own, I never use pretzel sticks, but rather the butter snaps, that look like little window panes. Much more mouth sized, and easier to shovel in. I also experiment with variations of melba toast or pita chips. I also usually make one batch with the traditional recipe on the side of the box and one extra spicy batch. The extra spicy batch has been know to include some or all of the following: El Yucateco, Cajun Power garlic sauce, good old cayanne and chipotle pepper and even Sriracha. Always rice, corn and wheat Chex and as many peanuts as I can add. I usually make a turkey roasting pan full of each type when I do.
I think that’s actually what’s in there. They aren’t very pretzel-y. I love good stick and loop pretzels, but that’s because they’re crisp and salty. The ones in CM are the soggiest, least crunchy thing in the blend.
The pretzels for sure. When I make it homemade, I do, and when I buy it… I pick out the pretzels and give them to the dogs!
Ditto pretzels. PURVEYORS OF CHEX MIX, ARE YOU LISTENING? No one wants your pathetic pretzels!
I always make my own and ALWAYS omit the wheat chex, they taste like dirt when cooked. I used to not dig the pretzels until I switched to hannover’s butter pretzels, now they are the most sought after item.
Also - any inclusion of peanuts it to be avoided.
The pretzels can go. They don’t soak up the flavor!
Breadstick things. They are flavorless, boring texture and the flavoring doesn’t stick to them. At least the pretzels have salt on them.
Get rid of the raisins.
Qadpop, I hate to tell you this, but I think the rats have gotten into your Chex Mix. And in that case, I would definitely get rid of the raisins.