-Auto-Aim on consoles.
-Can't back up through dialog incase you missed what it said.
-No split screen multiplayer/co-op.
-On PC, no split screen multiplayer/co-op. This one sounds odd, but if it was a common thing we could just replace consoles with PC, and hook them up to our TVs, and it could do everything a console/DVDplayer/Cablebox/AudioSystem/etc does.
-In RPGs all the endless battles that offer no challenge. Sometimes I wish there was a mode where you could play without the battles and just enjoy the story.
-No more unlockables, I already know I am capable of getting them that is why they exist. Give me access to everything from the beginning and if I want a challenge I won't use it.
-Limiting options and game modes, You should be able to directly manipulate every single constant/variable in the game. ie: change gravity, # of teams, handicaps, # of enemies, enemy weapons, weather, AI level, objectives, etc, etc. Within reason though, as long as the system doesn't crash it is ok.
-Can't save after you die, forced to spend hours leveling up. This is usually how most Final Fantasys end (especially 3).