My only complaint is the awful default IDE, which can be mitigated to a large extent by scripting elsewhere and source()ing the script, and some odd edge behaviors including the mystifying row names of dataframes, the difficulty of dropping unused factor levels from aggregated or sliced data (another dataframe issue), and the perhaps unnecessary obscurity of some of the plotting functions (although holding R responsible for the lattice library is unfair).
All that said, for a free tool, it's extraordinary, and the authors of the base language and the many packages that I use have my gratitude.