Quantum mechanics... developed through some rather messy, complicated processes stimulated by experiment. While it's a very rich and wonderful theory, it doesn't quite have the conceptual foundation of general relativity. Our problem in physics is that everything is based on these two different theories and when we put them together we get nonsense.
"Edward Witten" interview, Superstrings: A Theory of Everything? (1992) ed. P.C.W. Davies, Julian Brown