More than anything:
Magnetic key cards that fail after one or two uses. This happens repeatedly at one Sheraton that I frequent.
Also:
Fluorescent bulbs. Please, please use incandescent. Much healthier for everyone's eyes, and the light is better too.
One or two hangers in a room. There should be a dozen hangers. And standard hangers, too, please.
Staff that "hang out" in the exercise rooms the VIP lounges, or other guest areas. Chatting, watching TV, etc. The exercise room situation seems to be a problem at the Hyatt Regency Atlanta.
The many cards and informational "tents" that are all over a room. I move everything that is potentially annoying, including alarm clock, bedspread, and all hotel ads and booklets onto the closet floor immediately upon arrival.