The very long night of Rudy Giuliani

So let's say you're Rudy Giuliani - darling of the media for turning New York City into Disney World, fawned over as the Saint of 9/11 and a "national security authority" simply for being mayor of a city that was hit by a terrorist attack, and considered socially liberal enough to sap the Democratic advantage even though your political positions put you to the right of George freakin' Bush. What are the three worst things that could happen to sabotage your seemingly anointed ascension to the GOP nomination?