Here are my specific annoyances:
> Command+tab: switch between apps
Problem scenario: Open two windows of a single app and place them on two different screens. Now open another app and focus on it. You want to jump between this second app and the last window of the first app, which happens to be on the other screen. Oops, you can't (or at least I can't). Command+tab will focus you on the window that's on the same screen as the window of the other app; not on the window you were focused on last.
> Command+`: switch between windows of the currently open app
Problem scenario 1: Open three windows of a single app. Now, suppose you want to cycle just between two of them (focus on one window, do something, return to the other window, do something else, return to the first window, etc.). Oops, you can't. Command+` will cycle you through all three windows.
Problem scenario 2: Open two windows of a single app, and expand one of them to full screen. Now you can't reach it with Command+`.
Problem scenario 3: Open two windows of a single app, and minimize one of them. Now you can't return to it by simply pressing Command+`. It has become inaccessible from the keyboard.