Aside from missing native clients mentioned in other comments my biggest pain point is their awful implementation of threads. Every time I think: They must be kidding, they can't be serious, that's just a bad dream. A few examples:
- The only place where you get noticed about responses to threads is the "New Threads" view, which makes it easy to miss responses, when you have responses to multiple threads waiting to be read.
- While having the "New Threads" view open, new messages aren't shown automatically and you have to click a link to show them.
- "Threads" for snippets and files are displayed directly in the channel the snippet/file got posted in.
- You can't post snippets and files in Threads.
- You can't use "/me" in Threads.