Things that Ubuntu sucks at:
1) Power management. It really blows.
a) My laptop keeps shutting down without any warning that the battery is low, and half the time Ubuntu doesn't even know whether my laptop is plugged or running off of battery.
b) My laptop is blasting the CPU cooler at full power, all the time. Under Win it's only audible when I do some crazy calculations.
2) No Photoshop replacement. I'm into photography and doing a lot of RAW processing. GIMP is not even close to Photoshop. There are lots of people online who try to convince you otherwise, but it's all bullshit.3) Hardware acceleration seems to be often off in random places with various plugins.
4) I use a second language keyboard layout, and I'm used to Ctrl+Shift shortcut. Coincidentally, Ctrl+Shift+arrow buttons are awesome for text selection. Windows understands that. Under Ubuntu if you set keyboard layout key to Ctrl+Shift, the selection stops working.
5) Putty vs Ubuntu terminal. I'm used to Ctrl+C = copy, "mouse selection" = copy, and "right mouse click" = paste. It's extremely useful. Just doesn't work under Ubuntu.
6) Lack of file organization. I never know where programs are installed, where logs go, where configuration files are, and why they have to be in different places.
7) Little things like "Backspace button" = "go back" not working in Chrome. Like touchpad freeze while I'm typing (it just randomly stops working, even though the ckeckbox is checked in settings somewhere).
I realize I'm a Linux newbie (even though I've been using shell commands for a decade), so probably most of these problems can be resolved with some workarounds. My point is that they should be resolved out of the box.