As long as I've had the iPhone, I've been puzzled by how difficult it is to copy files between other devices and the iPhone. I have to email them, or copy them up to some cloud server (like dropbox) and then down to the iPhone. Then I can only copy them into a specific application -- not into a common folder where any appropriate app can make use of them.
I've also used old Palm devices and Windows Mobile, and it seemed like file copying and sharing was much easier on those platforms. This seems like one of the rare areas where Apple has failed. What's really curious, though, is that at generation 3 of the iPhone, and now the iPad, it seems like they haven't made it any easier.