Jakob Nielsen has posted the top 10 things that annoy website users the most. The ones that bug me the most are:

Search and Structure Not Integrated

I notice this most when online shopping when I have a general idea of what I want, so I search for something similar and then try to navigate to the thing I want.

Uncontrollable Navigation Elements

Almost no stupid navigation tricks work in Mobile Safari. And there are no mobile sites that are as powerful as the full sites (best example: Facebook). So when I’m on my iPhone, sometimes I can be bothered to make a note to myself to do something online next time I’m on a full computer, sometimes I just don’t bother.