My Top Five:
5) Lack of control over some aspects of production, as others already said. I'd like to be able to decide which item to decorate, or to make a spore tree bed, or which components are used for a traction bench, without tedious forbidding and reclaiming. Also I'd like to be able to control which war animal goes to whom, so Urist McGreenrecruit doesn't hog the war bears.
4) Nobles going insane and subsequently dying just because some other dwarf has a nice (though not as nice as the nobles') room. Just found out about that today. It's fine that they get pissy, but dooming themselves without warning and without a way to save them annoys me.
3) Painstakingly having to design certain digs square by square because the miners will wreck the fort in a cave-in otherwise.
2) Little control over the military. If I say move
there, I MEAN
there. Not on the z-level above or below, not a dozen steps outside the room, not on the wrong side of the wall/fortifications. When I say kill that freaking master lasher/archer, ignore his harmless goons even if they are in the way and kill that leader first. When I say move,
move, even if you're engaged in combat. When I say patrol this route in a group of five, stick together and don't trickle along the route one by one. And I really wish there was a "hold position" order, too.
1) The abysmally low priority on healthcare jobs. If three dozen dwarves would rather sit idle for a full season than recover a soldier with a broken leg, I fly into a rage. If it takes weeks for the chief medical dwarf to diagnose a patient, and even longer for the other doctors to start fixing things
although the whole medical team has no other jobs activated, and the poor sod of a patient has multiple infections from untreated wounds by then and dies, I want to throw all the doctors at the next siege. Naked.
#1 and #2 are a bit of a toss-up and depend on which issue annoyed me the most recently.