This will seem minor to some (or many) people, but it troubles me that when iTunes Radio is playing, the content on the screen doesn't "flip" around like the internet radio stations do or when you're playing Pandora through AirPlay, in order to "save" the screen and prevent burn in from images and text being in the same place for too long. I mean, if Apple thought this was important enough for the internet radio stations and when you stream music from iCloud or your computer, why doesn't iTunes Radio do this? I can see that it has to do with the way the interface works, specifically, the going back to see what previously played, but still, I feel they should have somehow figured a way to make this work.
On another note, there's no way to "thumbs up" a song. You can tell it to never play a song again, but you can't tell it to make sure a song always gets played, only "play more like this".