I'm quite happy with Mac OS X, but there's one thing that really annoys me: keyboard shortcuts. There's (almost) always one for what I want to do, but it's often to complicated for the frequency of the task.
For instance, checking emails in mail.app is shift+command+N. Or changing the presentation mode in iTunes or Preview is alt+command+[3-6]. Because of my Azerty keyboard, it's actually shift+alt+command+[3-6].
Actually OS X is pretty consistent with keyboard shortcuts compared to other OSes. It's even one of my favorite things about it.
That said, the checking mails example is a bad one, and moreover it used to be the usual cmd-shift-R and they only introduced the odd new one in Lion.
Edit: sorry, misread your comment. But mine is still valid. Because of the many keyboard shortcuts for the OS UI, it's only natural that you need more modifier keys in the apps sometimes.
Funny, one of my complaints about OSX compared to Windows is the (IMO) lackluster implementation of keyboard shortcuts. Perhaps I just don't see it, if so please enlighten me, but OSX's key bindings feel random and inconsistent to me. To elaborate:
On Windows the Windows-key is the modifier key for global operating system functions, things like lock screen (win-l), explorer (win-e) and projector mode (win-p). Save for legacy bindings like CTRL-ESC, no global functions tie to the other modifier keys. The CTRL and ALT modifiers are therefore free to bind to functions of the currently active application. Some of these follow standard conventions, like ALT-F4, CTRL-S. Aside from these, any application is free to implement a keyboard scheme (and e.g. exploit symmetry) without clashing with the operating system.
Contrast this to OSX where there appears to be no designated key for global functions. A "naked" F11 triggers Expose, Ctrl-F2 puts focus in the menu bar, Cmd-space pops up Spotlight, leaving just Opt as unbound. Like in Windows, there are some conventions like CTRL-comma. There is no global key to open a Finder window, although Spotlight alleviates much of the pain.
With no standard key for global functions, the potential for key clashes is always there. Software that targets just OSX can avoid these, but cross-platform applications that originated elsewhere are quite often prohibited from using the same set of key bindings in every platform.
Finally, OSX lacks a key binding for the context menu (i.e. the equivalent of SHIFT-F10 or the dedicated key on Windows systems) and mnemonic keys (the underlined characters in menu items; OSX wants you to type the caption of the desired menu item). The lack of mnemonic keys invalidates all my muscle memory in Eclipse, I really miss them.
For instance, checking emails in mail.app is shift+command+N. Or changing the presentation mode in iTunes or Preview is alt+command+[3-6]. Because of my Azerty keyboard, it's actually shift+alt+command+[3-6].
Isn't one modifier key enough?