The good news: I have to think hard to remember any real annoyances. 
Biggest pain point: the random (?) overheating and battery drain. Had it on my 920, 1020, and 1520, and it seems worse since Cortana. And related, the lack of a good task manager (process level) or better power monitor to pinpoint the origin of the overheating. Because it's not evident from the limited battery saver list.
Other than that I could have really used the ability to hook up a bluetooth keyboard a while back.

Biggest pain point: the random (?) overheating and battery drain. Had it on my 920, 1020, and 1520, and it seems worse since Cortana. And related, the lack of a good task manager (process level) or better power monitor to pinpoint the origin of the overheating. Because it's not evident from the limited battery saver list.
Other than that I could have really used the ability to hook up a bluetooth keyboard a while back.