Now that Custom Games are sort of functional, and that I have grown used to using Game Ranger...the things that bother me most in this game are:

Favor/favor items disappearing.  It's great having a build that is entirely dependant on having a specific favor item only to get into a game and finding you can't use it.

Multiplayer default settings.  I also love how the last game you played is now the default settings for multiplayer.  Or rather I don't love that...at all.  If a dumb fortress game or something comes up in Pantheon or tournament mode, now I have to remember to reset the multiplayer settings to default or the game gets screwed up.  And of course since it is so hard to get a game going in the first place this issue is really compounding.

Commands that are ignored.  Nobody likes having their commands ignored.

Melee units causing your Demigod to stop and attack it.  Something I have noticed is when you are running, if something melees you your Demigod will stop and try to melee it back instead of continuing on his movement order.  This has to be responsible for at least a death or two almost every game.

Pathing.  At least Rook seems to get stuck on towers and other objects a lot.  I don't know if his actual footprint is any larger than the other Demigods, but it seems to happen more often with him.  Maybe it is just more noticeable because he moves so slowly.

Generals that play more like assassins.  I don't really want to make any claims as to units being overpowered, but it would be cool if there was more of a difference between generals and assassins.

Alt-tab crashing the game in the custom game list/lobby screens.  This is so annoying.

Anyways, if anyone else has any non-balance related issues they would like to bring up maybe we can get a good sized list going.