LaTeX

Sometimes I find LaTeX to be frustrating because of the following reasons:

1. It is difficult to parse TeX code. This occasionally leads to unclear error messages and inconsistent treatment of white space characters.
2. It is sensitive to the order, in which packages are loaded. If you are loading more than a few packages, finding the correct order can be a non-trivial problem.
3. Inconsistent quality of typesetting. While TeX is prized for typography, kerning by default is not applied on equations.

For further discussion of the topic see 25 Years of TEX and METAFONT: Looking Back and Looking Forward.