My biggest issues are terrible ports with absolutely no QA whatsoever. I recently played Dark Athena on my PC. First off, the mouse lag made the game next to unplayable, and the Ambient Occlusion made the performance even worse.
Another thing, tried to play Kane and Lynch 2 on my laptop, after about a minute of TERRIBLE performance, I get a bluescreen. Not fun to experience at all.
Then there is games like Singularity, which shows zero signs of PC testing with it's texture bug, and I believe there is no patch yet.
Conviction is another example. Mouse lag so terrible, performance with no optimization, and the need to always be online. Also, the matchmaking on PC was broken.
That's the main reason I've basically migrated to consoles. And DRM.