For one, installing third-party software NEVER works. For example, if I need to install flash player (which I did, naturally), it'll say "Click to Install", and I'll select the thing I want to install, hit next... and it'll immediately fail. So I have to do it myself. A minor pain in the *censored*, but hey, it worked on FF2.
Also, some old themes don't work, which is again minor. Also, Firefox is consuming 80,000k of memory and there's no longer anything I can do about it - most of the hacks and patches for FF2 don't work on FF3.
I think there's a couple more, but they slip my mind at the moment.