One of the two most anoying things about Mac OS (any version I’ve worked with, from System 7 through OS X) is you can’t unmount a CD (even an audio CD) by simply pushing the eject button on the drive itself. Instead, you have to umount it via the software (by dragging the CD icon to the trash can icon). I cut my teeth on Macs, but I am largely a Windows user these days (I like having a Linux box around, too, but I don’t have one right now).
I run iTunes on Windows, and I’m pretty happy with it. But, if you try to eject a disc via the eject button (perfectly logical way to do it–and a way that works with every other Windows app), Windows will kick it out and then iTunes will quickly close the drive. So you either have to have quick fingers or use the software button in iTunes itself. Software designers should resist the temptation to force users to obey conventions of a foreign platform–especially when doing so decreases functionality. If I decide the disc I’m listening to is getting tired, I should have the option of licking a hardware button or flipping over to the app and pressing the software button (or key combination).
The second most anoying thing is that you can only resize windows in Mac OS via the resize box on the bottom right corner. In Windows and Linux, you can drag any corner or any side of a window and resize it.