The Command-C/V combo to copy and paste is very uncomfortable for my hands. I prefer using the ctrl-c/v spacing but remapping the keys causes other discomforts such as tabbing between windows. Why can't it be like the other two major systems: Linux and Windows? It always messes me up when I switch to those systems.
The menu bar should go with the app! In our modern day multi-monitor configuration, I hate having Firefox on one monitor but still have to go to the other monitor to get to the menu.
Programmer's editors. Seems to me that the top editors are ports of those built for other systems. TextMate is pretty good but it doesn't provide a good print feature for source code which is something I expects from any editor. Yes, I sometimes do print code on tree-based product 'cause you just shouldn't use your notebook in the tub. Right now I tend to switch between Eclipse, VIM and TextMate. I miss my Visual Slickedit.
Print Preview... why don't all applications have it?
Spotlight is great except it doesn't work. I use Quicksilver instead. It doesn't support email searching for Thunderbird. Boo.