Anyway, not in any specific order:
1. Lack of learning curve
This game could use some at least moderately challenging content that you have to go through while leveling (some (but not all) of it should be required to be done solo without help of others) that would be designed to teach players how to use all the abilities of their class to it's full benefit. Other games are at least somewhat better in this.
And the game even in some cases seems to be trying to teach players to do things in the wrong way, like dungeon journal recommending strength gear for hunters. And, yes, I know the technical reason why it does this, but why even have a feature that shows class specific loot if it does not actually filter out items that are not meant for the class. Just make it show only all the loot or make the class filter work right.
2. Stupid loot system
Not just in raid finder, but in 5-man dungeons too. And don't tell me they are going to fix it in future. There are things that should have been fixed years ago. Crossrealm dungeon finder would have needed a better loot system. Not even going to MS vs OS debate, even if Blizzard wanted MS and OS needers have equal chance to win, why are people still able to need roll items that not good for their class in any spec? They should have fixed this 2 years ago, not in a distant future from now.
3. Stupid item level system
Why is the requirement to enter heroic dungeons and raids based solely on item level and not on how much useful stats you have? I'm don't even want to debate about pvp gear here. Just saying: A warrior can use intellect/spirit cloth to pass the item level checkup. Epic fail Blizzard. Why even have item level checkup if you can pass it with something that is worse than some low item level gear?
4. Lack of content in Cataclysm
When Cataclysm was first announced, I wondered why would they only rise level cap by 5 instead of 10 like in past 2 expansions, but when they told that this was because Cataclysm would focus more on end game content, I first thought this will be awesome. I mean, who cares about leveling, when majority of our time will be spent on doing something at max level. Now what did we actually get. In all raids combined the previous expansions both had almost twice as many raid boss encounters as Cataclysm.
More end game content = half as much end game content???
People are now even debating if raid lockouts should reset twice in a week. How about giving us those 2 additional raids that Cataclysm was supposed to have, but were never created, instead of making people run same raid twice a week.
5. Stupid US and EU separation
Mostly because Blizzard seems to be less interested in what EU players have to say
6. The game should require at least some effort for rewards
If you can stand afk the whole time and still get yourself some nice loot, like you can now in LFR, something is wrong. Now I don't want any performance based loot system or such that would simply reward the highest dps, as this would cause people just to ignore all tactics in a desperate attempt to top the dps meters and create all sorts of other problems, but some kind of activity check that would at least make sure that people who are completely afk, will not be able to benefit, would be nice.
7. I get it that you want to make the game more casual friendly, but you're doing it wrong.
First of all what is a casual anyway? People who lack the skill, time or interest to do normal raids, seem to be all put in the same category and called casuals. My problem is that these are not one homogeneous group but 3 completely different groups. People who lack skill, should be helped to learn to play. People who have skill, but are restricted by time can handle content that is aimed for "casuals" but still takes some skill to complete.
8. Bad dungeons
Especially End Time and Hour of Twilight, they just suck.
9. Raid finder takes away some of the enjoyment of normal raids
Now, I was not perhaps in the best guilds in my time. This meant that we did not complete normal mode in 1 week and then progress hardmodes, but instead in most cases, we did take several weeks to progress through normal modes. But I kind of liked this. Each new boss defeated would let me see some new content. Now with the raid finder, I have already seen the content, so the enjoyment is gone.
10. Blizzards policy in many things seems to not only allow, but to actually actively encourage bad behavior, making grouping with others often an unpleasant experience.
I'm not even going to give examples. If you don't know what I'm talking about, go read the 'raids and dungeons' -forums.