I think my biggest issue is with the Finder, and as a few others have said, Apple really needs to just buy PathFinder and use it instead.
I also wish (I dunno if there might be already...) there was a nice TweakUI-type program for Mac, so you don't always have to enter these arcane commands in the terminal just to change something about the OS (Don't get me wrong, I *love* having access to the Terminal and UNIX underbelly, but not for something as simple as changing a setting.)
And for those looking for an App Store on the Mac, check out
Bodega - I found this a few weeks ago. Lets you update any existing apps that it has in its database (currently over 700), and lets you discover all kinds of apps that you may not already have.