My biggest problem is definitely the source maps. It took me forever to get them to "work" and while the stack traces are mostly correct, they're often off by a line number or two. This makes debugging ridiculously hard when the line numbers are just "close".
I know this might not sound like a big deal in the grand scheme of things, but I also don't think CoffeeScript really improves on js all that much, so the annoyances of source maps are just not worth it to me personally.