I can't organize these into any kind of order.
1) The price of everything.
I was originally going to divide this up into separate categories, but then I realized that it would literally fill my entire list and a runner-up spot. The price of just about everything in gaming is moving in the wrong direction. PS3 hardware, 360 hardware, Wii hardware, DS hardware, PSP hardware, PSP games, DS games, 360 games, PS3 games, Wii controllers, and Memory Sticks are all overpriced. Some less so than others, but all of them nonetheless. At least there's VC, XBLA, PSN, and certain $30 console games for fair costs, but otherwise, if this trend in pricing schemes goes higher next gen I won't be jumping in for a long time.
2) Developers continuing to make (relatively) ugly 3D games instead of beautiful 2D games on DS.
Actually, I guess this applies to Wii, PS2, and PSP as well to some extent, but moreso on DS. My disappointment isn't limited to entirely 3D games, incidentally. Advance Wars DS played in 2D, but looked uglier in several ways than Advance Wars 1 and 2 because of some hideous sprite scaling effects in battle animations as well as a tilted map perspective that made judging distance just the slightest bit harder. New Super Mario Bros. would have been better off with sprites than its 3D models. Just a couple examples.
3) Lack of ports from PSP to PS2 or Wii.
There are many PS2-only and a couple Wii/PS2 multiplatform games that I'd buy in portable versions, but that's not my greatest disappointment because I understand why they don't get PSP ports: PSP software hasn't been known to sell. But it's precisely for that reason that I don't understand why some of the PSP exclusives that I'd truly love to play on a TV and using real speakers (without the need for excessive cables, and using the PSP hardware as the controller) aren't ported to home consoles where software does sell.
4) Black and brown.
I remember someone on GAF one time saying something along the lines of the thought that compared to the color palettes used in some games lately, reality must be the Mushroom Kingdom. Seriously. I can look out my window and see brown, black, blue, orange, green, yellow, light gray, and white--and I live in a desert.
5) 360 hardware failure rate.
Not much to say. Not that I particularly care about 360, but like the pricing, it still affects me in a roundabout way because the fact that so many people aren't bothered by this failure rate just means any hardware manufacturer can probably get away with it next time around.
6) Wii GPU failure rate.
Nintendo's only home console priced over $200, and their only console to store system-speciifc data that won't be editable after a transfer (Miis), and it's the one system that fails.
7) Continued lack of 2D gaming on home consoles.
Nintendo's New Super Mario Bros. has gone on to blockbuster sales, and Sony has demonstrated the power of the PS3 hardware in part with the amazing LittleBigPlanet. Geometry Wars is what one just might call a decent hit. So where are all the followup 2D games from developers whose usual strategies are trying to rip off proven successes?
8) The Square half of Square-Enix spitting upon nearly all of its franchises.
Final Fantasy is being immeasurably whored out in an unprecedented way--the most notable recent developments here have been FFXIII being divided into however many games it's getting, FFI and II getting PSP re-releases not three years after their GBA re-releases, and FFIV's DS remake being announced the year after its GBA re-release. Parasite Eve and Tobal are on cell phones. Chrono continues to not exist--not even in re-release form, which is all the more insulting considering what's happened with FFI, II, and IV.
9) First-person overload.
And not just shooters.
10) The "I can, therefore I should" mentality among developers.
Even if one puts aside the questions it raises about Calvinism, determinism, and so on, this isn't sound logic. Your DS games don't need to use the touch screen, your PS3 games don't need to use tilt, your Wii games don't need to use waggle. Your 360 games do need to have achievements because achievements are awesome, but that's about it. Nothing else should feel mandatory. Bring on my D-pad controls on home consoles, for all I care.