My personal gripes are around loading and saving.
Loading - excessive loading, it is necessary and longer on older systems but I dislike things where you just move a screen to the left or right and have to wait ages! Particularly if you moved by mistake. Recent example - Yakuza 3 on the PS3!!! I run up a street and dang! More loading - in the 21st century!
Lack of saves or infrequent opportunity - nothing worse than going far into a level or game but not quite enough to get that precious resting point!