Unrealistic penalties:
Don't get me wrong, I don't mind penalties for failing. Heck, I have a good collection of roguelikes and other games with death penalties. But getting "killed" results in me waking up at the hospital sans weapons and $1500? I'm pretty sure $1500 won't even pay for an x-ray, much less having two clips of ammo dug out of my sternum, and it would be weeks/months before I made a full recovery. Roll back to a previous save or checkpoint, don't try to explain how I bribed the surviving cops to let me out of jail with my pocket change.
Sluggish controls:
This is 2013. I'm on a PC that's quite a bit more powerful than the console systems (which I know you designed for), even accounting for the bloated OS and crapware. So why, in the name of all that is digital and slothful, is there a noticeable delay between me moving the mouse or pressing a key and my character's reaction? Even more baffling is when this shows up in AAA titles. At least indie games can claim inexperience and budget concerns, what's your excuse?
Scripted ambushes:
Look, I take great pains to make sure that I go into every fight with the advantage. Stealth, sniping, crowd control, traps, you name it I've probably got some way to exploit it. That's what I enjoy. I don't enjoy having five guys spawn from the room I previously swept just so the devs can feel they made the game "challenging" enough. I enjoy it even less when I have to set traps in places that make no sense because I know a bunch of guys will spawn there at random. A good ambush is fine, but have the guys really be there and if I get the drop on them, let me enjoy my moment of simulated genius.
Loooooooooooooong cutscenes:
Cut it with the pseudo-videos Spielberg. If I wanted to watch a poorly rendered action sequence with cheesy dialogue and vague plot, I'd switch over to Netflix. If a cutscene has a duration that has to be measured in minutes, seriously consider whether it's actually required. If a cutscene reaches 10 minutes, it's too long. Period.
While we're on the subject, all cutscenes need to be pausable and skippable. Real life happens, if I'm playing a single player game I should be able to put it down at any time without issue. That's why I'm playing single player.