1.) Cubs traffic - there are hundreds of roads other than Lake Shore Drive, so why do you have to add 20 minutes to my commute?
2.) Street parking - Especially if you own a larger vehicle. One of the plusses to our old neighborhood was plenty of street parking, unless it was a Friday or Saturday night.
3.) Rush hour on the El - Once a month, I'd melt down after being packed into a noisy metal box and wonder why I didn't move someplace nicer.
4.) Crappy little restaurants - While the burbs are trashed for their chain-friendly attitudes when it comes to dining, the city's dark side contains awful little restaurants that are only kept in business by adventurous diners hoping to find a diamond in the rough. Many times it's just an awful restaurant that no one goes to more than once.
5.) The smell of urine on the bus.
6.) Random traffic at any hour of the day or night - When you hit a jam at 11:30 p.m. on a Sunday for no real reason, it can be a bit much.
7.) Bike theft.
8.) The assumption that because you live in the city, you've heard of cool, edgy restaurants (work only) - No, I haven't eaten at the Hawaiian/French Canadian/Peruvian fusion restaurant. I eat burgers at the corner bar, just like you would if you lived here.
9.) Richard M. Daley - There was a saying that as long as the trash got picked up and the streets got cleared, he'd be mayor for life. The streets stopped being cleared last winter.
10.) The rats - Man, do I hate the rats.