Hmm, two biggest things for me are:

1) Waiting to hear about a cel I am trying 
for.... more a problem with my impatience than 
the people I'm dealing with, but when it gets to 
the point where it interferes with other 
prospective buys, I get irked.

2) This has happened to me a few times recently, 
and it REALLY upsets me... you manage to get a 
huge wishlist cel, and you are SO happy, and then 
when you finally see it in person... you just 
don't like it that much -_-  Luckily that hasn't 
happened with any of my latest buys, but that was 
a huge problem for me a few months ago.