The lack of component and/or HDMI cables is probably the most egregious imo. They're intent on forcing Blu-ray but don't bother to supply the hook-ups necessary to truly enjoy it. Stupid.
As for the controller problems? I hope they offer wired controllers at some point; that way I could avoid potential problems. I never cared for wireless controllers anyway. And for what it's worth, I've seen numerous, anecdotal complaints about the Wii controllers constantly losing sync. Hopefully both issues will be ironed out in the coming months.
As for everything else? I don't care about the online stuff, nor the PSP connectivity, custom soundtracks, memory cards...