Not that you'll find many gripes coming from me, but here goes anyway..
Regular expressions. Or, more to the point, the fact that Visual Studio .Net has different syntax in the Find/Replace than the .Net Framework... C'mon... The tool that we use to write .Net code should use the same regular expression parser/engine as found in System.Text.RegularExpressions...
Anyway, that's my small gripe.. Maybe it will be fixed one day...