Coming late to this thread, but better late than never. All of these have been mentioned before, but they're my pet peeves so they deserve another vote:

Not enough space in bathroom to unpack toiletries. The wall niche that someone mentioned sounds great -- takes much less space than more counter space would.

Curtains that do not close all the way.

Sound insulation, especially regarding the plumbing. I stayed at a very upscale resort where the showers had only two settings: off and very much on. When the person next door started their shower, it sounded as if a bomb were going off. Scared my wife right off the toilet. And in many other hotels, I am too frequently awakened by the person next door or upstairs who gets up before I do and showers or flushes. I *never* want to be able to hear any one else's plumbing in a hotel.

On the shower/tub thing, I think the four-fixture bathroom is the way to go. When we're travelling with our young child and stay in a place like a B&B that only has a shower, there's no way to give her a bath.