My biggest single problem using Tor is that far too many sites either block exit nodes outright or subject them to (frankly, understandable) increased levels of scruitany.
I use and run a Tor proxy (_not_ an exit node, mind), but notably Craigslist tends to block pretty much _all_ Tor traffic, and sites employing Cloudflare's DDoS protection present a Javascript-only CAPTCHA. Given that one of my primary Tor browsers is a console-only browser without JS support, that does little for me.
Google despite other problems (below) actually Does The Right Thing and presents an image which I can fetch and verify, though many of the graphics are exceptionally difficult to interpret.
I've documented my own other hassles accessing Google via Tor (G+, Gmail, etc.) in "How to kill your Google account: Access it via Tor":
https://www.reddit.com/r/dredmorbius/comments/2w618r/how_to_...
https://news.ycombinator.com/item?id=9060922
(The problems were compounded by Google's account recovery and verification procedures, though I ultimately did recover control thanks in no small part to intercession by Google's Yontan Zunger, for which I remain grateful).
Other options include the /etc/hosts file mentioned above (I've extended my own set with 62,000+ entries from a set of blockfiles used by the uMatrix Chrome extension). There's also Privoxy (though supporting _both_ Tor and non-Tor variants might be useful), and various browser extensions including Ghostery, Privacy Badger, AdBlock+, uMatrix, ScriptSave/NoScript, etc.
It's getting more than slightly tedious and is eroding trust in the Web generally.
The other area of significant interest is seeing work toward reputation systems which are compatible with Tor use. There are two I'm aware of, FAUST and "Fair Anonymity", though I've seen little discussion or adoption of these anywhere.
FAUST: https://gnunet.org/node/1704
"Fair Anonymity for the Tor Network"
http://arxiv.org/pdf/1412.4707v1.pdf
Briefly discussed here:
https://www.reddit.com/r/dredmorbius/comments/30gszt/the_bac...