It's the software that annoys me.
Close all the Windows in Mac OS (either old or current versions) - the program is still running. You've got to close it with the pulldown menu or a key combo. Annoying as hell. I just want my computer to OBEY. Instantly. Without question (the without question part is also a major problem with Vista).
iTunes - it stops updating podcasts whenever it feels like it. What? NEVER stop downloading them unless I SPECIFCALLY tell you to dammit! Nope, no way to change this as far as I've found. So um, hey Apple, why are you making this decision for me? Oh, because a lot of your users are actually pinheads (even though they consider themselves techies). That's understandable, but where is the "I"m not actually a pinhead" setting? Oh... there isn't one. So it's just a foregone conclusion that ALL your users are pinheads.
There are a lot of things like that. It's just the "Apple knows best" attitude, and instead of being able to configure things to work the way you want them to, a lot of the time you have to learn how to do them the "Apple way" instead, which you know, is really how you should have been doing things all along. You may have thought you wanted to do them another way, but no, actually you were wrong.
The "Apple way" of doing things is very good sometimes, but when it doesn't jibe with what I want to do it's freaking annoying. With Windows there always seems to be a tweak, or an option, or a different piece of software that does work the way I want it to. Little to no credit to Microsoft there though, as it's almost always 3rd party stuff.
The hardware I don't give 2 shits about - it's overpriced, you're paying for design and brand name, it's not any more (or less) reliable than Dell, it's not so outrageously overpriced as it used to be, at least for the low end stuff. I'll consider getting a low-end Macbook next time I need a laptop (I don't need a lot of power in a portable), but it'd have to dual-boot with Windows. On the other hand if I'm going to over-pay for a notebook I may as well get another Fujitsu - those really are more reliable than your average cheap notebook. Actually made in Japan... ooohhh shiny!