One of the most depressing areas of Windows to look at is the various control panel screens. Some of them, I kid you not, will show different bits of text in up to three different sizes. If Windows itself doesn't deal with different DPIs correctly, what kind of example does that set for application developers?
Another application that definitely deserves mentioning is Chrome. It looks absolutely terrible. It's really blurry and browsing the web for even a couple of minutes really strains my eyes. If you run high DPI Windows, you're going to need a different browser than Chrome (Firefox looks fine but unsurprisingly does not perform so well at such a high resolution. Internet Explorer is actually not a bad choice - high res and fast)