Lack of dead space How often have you pulled down a menu, moved the pointer over an entry, tried to click on it, but the act of clicking moved the pointer far enough to select the next menu item instead? This is just stupid, and easily solved, by having dead area between the buttons.
Sub-menus So I put the pointer over a menu entry, causing a sub-menu to pop up. I see the item I want to select on the sub-menu, so I move the mouse directly toward that item. Unfortunately, that ends up being a diagonal motion, and before I get the pointer over to the sub-menu it crosses another item on the parent menu, and that sub-menu disappears, and a new sub-menu appears. The Gnome desktop environment have solved this, but most other Linux apps haven't picked up on it yet.
Modal dialogs I don't want to answer this question right now, let me finish what I was doing first.
Modal dialogs which pop under the current window This is particularly stupid, and I have seen both Windows and Linux apps do this. The front window becomes unresponsive waiting for the hidden dialog to be satisfied.
Pop ups which grab focus If it has been less than 1 second since my last keystroke, I am clearly busy typing something. Don't change the input focus when this is happening. (I'd like to see a system-wide UI feature which delayed input focus change until it has been at least a second, maybe two since the last keystroke. (having some sort of indicator on the task bar that a focus change is imminent would be nice).
Pop ups which grab focus and close upon common keys So I'm typing away, and a pop up pops up with a question, interprets my next keystroke as the answer, and goes away faster than I can even read what the question was.