My frustration is somewhat twofold. The "Recent Apps" UI (what comes up when you long-press on the Home button), drives me absolutely crazy, especially when I'm in landscape mode. There seems to be a fair amount of lag when switching orientations, and the recent apps implementation in MIUI doesn't have a landscape version. Therefore, whenever that shortcut is pressed while in landscape mode, it takes a while for it the phone to switch to portrait, and then wait longer for MIUI's recent apps implementation to pop up.
Also I really miss Cyanogenmod 7's music skipping feature - long pressing on the volume keys while the screen is off skips songs.