Some good replies already...
Coming from an iPhone 4 to the Lumia 920 here's what I've got for gripes:
1) No physical switch to go from vibrate to ring. I am in and out of meetings all day - I don't want to have to fiddle with my phone to change the ring settings. The iPhone did this very well with a small, easily accessible switch.
2) Singular volume control shared betweens apps and the ringer. What? What sense does that even make? If I'm in an app and I turn the volume up for my app, I just turned my ringer up, as well. To me, this is probably the must frustrating bit. Granted, if you have your phone set to vibrate it's not a huge issue but I go back and forth between. It's a convenience thing - and WP8 is not winning any awards from me in the convenience department on this subject.
3) Internet Explorer - you're locked in. Much like on iOS you are locked into Safari. Even the third party browsers are still really just repackaged Safari. Same thing on Windows Phone 8. Yes, IE can surf websites and it's fairly smooth - but you have limited options and I, personally, am no fan of Microsoft's browsers. They have a history of trying to force their own standards and compatability issues.
I saw this right away when I tried to log into my banks website. To say it is difficult to manage my account would be an understatement. Granted, I was not using the 'mobile' version, I don't feel I should have to - either. I used the non-mobile version on my iPhone on a regular basis with no issues.
To me, that's WP8's biggest downfall - the browser. The other things I think will be fixed in time. I don't, however, think Microsoft will ever open up to other browsers being available without a court order forcing them to do so.
I also don't really expect them to make the browser itself better, because IE has been at the bottom of the pool, in terms of quality, for the better part of a decade.
Overall, though, vs my iPhone 4 I love my Nokia Lumia 920. It's not giant or heavy like the reviewers have cried. My tiny little 5' 4" wife manages the phone (she got one as well) quite fine, and has no complaints. It doesn't feel heavier in hand than my iPhone 4 did, although I am fully aware it technically 'is' heavier - it just doesn't feel it. (Opinion, obviously)
Those are really my only gripes.
I know a lot of folks have gripes about apps - and I had hundreds of apps on my iPhone 4 - but I found that most were duplicates and the vast majority of them really were sub-par.
Well, it's not much different in WP8. What IS different in WP8 is that I've already been around and seen the majority of games -- so when I see a block slider game... well, I've already had 20 of those on the iPhone so I don't really want another, already burned out.
The majority of the apps I'm interested in I've found already. It's obviously a younger marketplace. The only really bad thing I can say about it is that it seems there are a lot of WP7 apps that are there. There's really no way to tell what an app was designed for - and WP7 apps sometimes lack in terms of features. Largely because the OS didn't support things when the app was made. This also skews reviews a lot - as people are complaining about the app not doing things they want - but those things weren't supported in WP7x and now it's supported in WP8 and the app does it.
Just kinda messy. Then you mix in a bunch of xBox live apps that are much more expensive than an iOS user is accustom to paying (Some are $6-7!).
I think a lot of that will clear up over time. As more apps come in - I expect MS will clear out a large amount of the clutter and organize things better. Right now, every app - no matter how bad - is still +1 on their app count. Can't say it's any better on iOS or Android - both of those markets are full of garbage, too.
In a nutshell, I'm glad I switched. Really annoyed by those top 3 things, though. Especially the ringer sharing volume with the apps - there's no excuse for that one.