I'll begin by stating I'm a fan of Apple despite my condemnation of deals they've made in the past. I changed from a windows user early this year into a big Ubuntu and linux geek. Not long after, I picked up a Macmini, iMac (my wife got hers first), MacBook Air, and three variants of iPhones since 2007 and the rest is history. One particular sore point for Apple products is that they don't work using standard cable connections (iphone jack), nor do they necessarily work together, and finally networking software between devices is wonky.
My first experience with incompatible Apple products was the first generation iPhone. The recharger and cable were specific to this device only, and extra cable and recharges quickly added up. Need a charger for your travel bag so you don't forget it, cough up $30. Want a car charger, that will be another $30. On top of that if you want to copy anything to or from the iPhone you'll have to go through iTunes, the worst media database tool I've ever used. Give me a flat file system any day to iTunes. Thank goodness for companies like DropBox which allow at least weak file transfer wirelessly. Apple may finally change their tune by releasing over the air synchronization in 2011, four years late.
The second interface problem I bumped into was connecting my MacMini to my LCD tv. The MacMini didn't accept native HDMI connectors and required a special cable to go from DVI to HDMI. Not a huge problem, but it did require getting separate speakers to have sound from the MacMini out, oh and an extra $30 bucks.
My third pain point was trying to reuse the Apple 30" cinema display I picked up a few years ago. The only way to connect to this monster display at full resolution was dual dvi connections which many cutting edge graphics cards support, but few Apple products do. The MacMini didn't, the MacBook Air didn't, nor did the iMac. There is a special $100 buck piece of hardware that converts from dual dvi to mini display port. I gave the monitor to my folks instead of buying more cables.
The fourth and final Apple networking woe I experienced was transferring (self delusional synchronization) iPhoto databases between devices. My wife did a great job of organizing many of the photos we took over the past year on my laptop on our flight back from San Francisco in November. I tried to merge these changes with iMac's iphoto collection, presuming foolishly that it would be a simple file system like merge. It turns out all the changes on the laptop were done in iPhoto 11, a database which is incompatible with the version of iPhoto I have on my few month old iMac. In addition there's no easy way to synchronize photo databases between multiple systems, let alone back them up. This could be the beginning of a great product, as both my wife and I need and desire an easy sync solution, and I suspect we are not alone.