The main thing I'm really annoyed with DDG about is that they don't (no longer?) treat double-quoted search terms as literal. I'll often get results that are close to but not exactly what I asked for.
This is really frustrating, as my entire intention in double quoting search terms is to ask for exactly those search terms and nothing else.
As far as DDG's privacy boasts go, I'd love to see them confirmed by frequent audits from a trusted and respected entity like the EFF. For all we know, DDG might be lying (or being forced to lie) about not tracking or spying on its users and not handing over the data it collects on us to others.
My motto is: trust but verify. So far, there's no way to do that in the case of DDG. Still, I'd much rather use a service that at least pays (pretty convincing) lip service to respecting its users' privacy than services where there's clear evidence of abuse and contempt for its users' privacy, such as Google or Facebook.