I usually answer
1. e4 with the Sicilian, then after
2. Nf3 I play
2...d6 hoping for a Najdorf or other open Sicilian lines. I have quite a hard time though with slow set up like
3. Bc4 followed by
Nf3 (not necessarily in this order). I tend to lose against these set up (I just find them boring).
What plan would you recommend for Black? I feel like refusing to play
d4 early in the game should be punished but I don't see how. Thanks in advance!
I usually answer
I don't think that 3.Bc4 is so bad that Black should get an advantage. I believe that Adams played it several times with decent results, and it's not the worst way to avoid deep theory. But Black has easy equality. You can play ..a6 (to which he will usually play a4) and ..e6. What then is that Bishop doing? Having played against it once or twice I agree that it's boring but there is not much you can do about it.
There's unfortunately no way to immediately punish this kind of play - it just leads to a slow Sicilian setup. Here are a few ways you can play against it (after the move 3. Bc4):
e6, Nf6, Be7, 0-0, Nc6, a6. Now you have a few plans, but the main one is to push ...d5. If White plays Bg5 to prevent this (since now your Nf6 is under attack), you just complete your development with Bd7 and Qb6. It seems hard for you to do much, but remember that you are always poised to strike in the center should White move a piece away. You could also prepare the move: Nd4.
Dark squared strategy: Nf6, Nc6, Bg4, g6, Bg7, 0-0. The point of this setup is to control the central dark squares. Nc6 and Bg7 control e5 and d4, while Bg4's role is to take out Nf3 (White's main defender of these squares). Your plan would be to try and push b5 (Rb8, a6, etc) and also play Nd7 (opening up Bg7). This kind of position seems easier to play than the above line, but it is also easier for White to execute a plan.
Those two setups are the main ones. An important note: If you're a Najdorf player, do not play Nc6 until White has committed his pawn to d3. If you play Nc6 too early, White could play d4 in one go. Now you're stuck in an open Sicilian line with your Knight on c6 (normally in the Najdorf the Knight is better suited on d7).
This kind of game with 3. Bc4 can be quite boring to play, but at least you aren't required to memorize 20 moves of theory like in the 6. Bg5 main lines :)
There are a couple antidotes to non-open Sicilians. 1. lock down on the dark long-diagonal 'typically with fianchetto' and often sinking a knight in on d4; combined with queenside expansion or 2. try to get d5 in; this is a strategic goal in most Sicilians and with the Bishop on c4 to tempo against White doesn't have the e4-e5 response.