1. As there are many things that I love about the iPhone, the slick UI is one of the best things for me. As die hard WinMo user, I truely enjoy the simplicity and the UI provides. While it lacks the customization you can have with WinMo, Winterboard, Intelliscreen and a host of other jailbreak apps allow me to customize it all over again.
2. I hate not having a removeable battery. I will eventually buy one of those battery packs as I am constantly on my iPhone (basically just playing around) and am rarely in a place where I can charge it.
3. I don't have many accessories, but I just recently purchased the Griffin Elan Form case. It looks sharp and protects the device nicely. One I finish my Flux Capacitor battery add-on, I think that will be my favorite!
4. Most wanted accessory is taken from #2. I need more power Scotty!!!