A nitpick, maybe, but one thing that bothered me about Shōgun was that it wasn't filmed in Asia. The landscape, plant life, and climate was all wrong. All that effort spent on authenticity, and it was filmed in front of an inauthentic backdrop.
Plus I live in the Pacific NW, which is where most of Shōgun was filmed, so seeing my "backyard" tended to pull me out of the fantasy.