No native support for .rar files (Unrarx is the best 3rd party program and it blows)
Monumentally bad window management
Programs not closing when you X out of a window and forcing you to alt + q or whatever
Alt + q quitting without confirmation and being right next to Alt + tab (brilliant design choice by Apple)
Rainbow wheel of death and masked error messages (who the hell knows why your program crashed?)

The only thing I feel OSX does very well is touchpad and mouse gestures. Everything else is dumb and leaves me scratching my head.