PS3:
Installs, the MGS4 installs are annoying, and there is no excuse for that.
In-game XMB loading. It depends, sometimes it's lightning quick, sometimes slow and painful.
Trophy management: Whenever you unlock a trophy, you have to sync with the server to see it affect your score. It only takes about six seconds, but I check my profile a lot, so it seems longer.
LBP: the game's boot up times are horribly long.
Sony: Arrogance