My biggest complaint is lack of airside connections between gates/terminals -- MCI, LAX, etc. It's 2006; we've been using metal detectors in airports for at least 30 years. About time for airport designers to wake the hell up!
Number two is poor signs. MIA is the worst offender I've found here. After an overnight flight from LIM with no sleep (757), I've literally been on the verge of tears trying to figure out where to drop my luggage for a domestic flight. There's also a surreal spot in one of the terminals with two signs for the Admirals Club; one has an arrow pointing directly up, and the other has an arrow pointing directly down.

In reality, the Admirals Club is straight ahead and around a corner.
The common rental car bus (BWI, DFW) is a disturbing trend. I've literally had to elbow my way on at BWI. I'd like to see the various companies have a chance to compete on service -- capitalism anyone?
I'm sure I'll notice some more annoyances on Sunday.