I have two issues with Microsoft Windows in general.
They changed a lot of things in GUI with the release of Vista, and now they've done it again. This is an issue for corporate and incompetent users. They need a conservative, stable environment, and honestly, if it ain't broke, don't fix it. I've heard even Microsoft accept this fact, and the start menu should return with the first service pack. There was a sh1tstorm going on because of similar changes in the GNU/Linux lands, when KDE4 and GNOME 3 were announced & released. However, you could still use something conservative, such as GNOME 2, which hasn't been updated for two years now (actually, it had seen only rather minor incremental changes since at least 2006), and it will be maintained at least for another year or two as MATE. You can't do this on MS Windows.
Situation isn't perfect for power users either. The UI and configuration is just ridiculous. I've had to work with a Windows server, and it was a nightmare, mostly due to terrible documentation, user-unfriendly GUI, and black magic in registers. Not saying that situation on unix-like systems is perfect, but at least it's not insane.
I have to admit I'm lucky enough I don't work with servers on daily basis... Unfortunately, even stuff like window management in Windows sucks. I've developed my own efficient workflow to get things done, but there's no way to get it working in MS Windows without tons of tweaking. All I want is real tiling, both desktops and tags/activities, keyboard shortcuts for _everything_, and some compositing effects (I can live without wobbly windows, something expose-like is just enough for me).
The second thing I hate about MS Windows, and especially Win8, is copying Apple-like approach. EULA has always been ridiculous, but *centralized* app store? Misusing Secure Boot (read something about keys on Surface; say goodbye to *general purpose* computers)? Dear Microsoft, GTFO.