Here are a few of my gripes:
1. The lack of an easy way to run the game in widescreen.
2. Terrible multicore support.
3. Sims complaining over a commute across the street and abandoning as a result (I do have the mod that fixes this, however)
4. The fact that the game is 8 years old and has yet to see a successor.
5. The need to manually adjust the funding sliders for health & education- it gets really annoying once the cities get larger.
6. That damn environmental advisor.
7. The lack of autosave.