My biggest disappointment with OSH Park is that … they no longer ship purple boards in purple shipping bags.
Yep, that’s it. Biggest one I could think of. Other than that, they’re completely awesome, great customer service, support for payments via Google Checkout or Paypal. Shows you a visualization of your board as it interprets the Gerbers. Works with gEDA. Sends confirmation emails at various board steps so you know exactly where your board is in the process.