For example I don't like the design of the front-screen with the animated tiles. I find them to be very distracting and I prefer Android's model - static icons plus widgets for whenever I feel the need for some shiny stuff, but widgets don't survive for long. The notifications experience on Android is of course superior. That flat design in Windows Phone has also been annoying as it doesn't give clues on what can be touched. And as far as the experience goes, the new material design in Android kicks ass IMHO. The only serious usability issue it has are the up-front permissions system, but they are fixing that in the next version.
The other issue I had is a lack of control. Microsoft went the Apple way in restricting their phones. So apparently with my Lumia I had to ask permission from my operator in order to do tethering. I've never met an Android phone that disallowed tethering based on the whims of these operators. Google Play is also superior, even to the iTunes Store IMHO, but beyond that, I like how Android lets me install apps from third-party sources if I want it - it's just a configuration change and this Apple-style grandfathering doesn't work so well for Microsoft - their store is filled with shit, malware and trademark infringing apps. I also tried being a good citizen in Microsoft's store and tried reporting a scammy app for trademark infringement - they asked for "papers" to prove I'm the rights holder.
There's also one pet peeve I have with Microsoft - so Windows Phone still doesn't support CalDAV / CardDAV, insisting of course on Microsoft's own proprietary Exchange. You also can't change Bing's search as the default (at least in the version I had). Android doesn't do CalDAV / CardDAV by default, but you've got providers available. And Android also lets you change most things, like the search interface. Great going Microsoft, you've changed a lot.
As for the apps available, there is no contest. Like Google Maps / Waze in combination with Google Now are awesome. Nokia's Here is pretty cool, but lo and behold, they've released it for Android as well. The experience with most popular services like Facebook, Twitter, YouTube is inferior on Windows Phone. Even Skype seems to suck less on my Android.
In terms of hardware, the Lumia phones have a good price, but I want phones with good resolution. Couldn't find a high-end phone like the ones made by LG. And for a good price-quality ratio, in Android land you can also go with the Nexus devices, or OnePlus One. You can still find Nexus 5 devices and they've got a better price and better hardware than those Lumia devices.