Loot grinding. I hate the need to sell tonnes of rusty swords to be able to afford the super special rusty sword +1. I do not want to check every barrel, chest and fallen enemy I encounter. This just becomes tedious, especially for someone who is completely OCD about it like I am. More importantly though, I believe it breaks immersion; why am I on an important journey of untold dangers yet am lugging around all this junk to sell like some common trader. Elite/Special weapons and items should be rare and only found through quests and/or defeated "bosses". As for vendors, they should only sell consumables, crafting items and perhaps common weapons. These could be afforded through cash earned from quests, gambling and other methods someone with more imagination than me might come up with.
Of course, this could have problems with what to do with your rogue character if there is not untold wealth to be found in lock picking tonnes of chests *yawn*. Well, one idea might be chests, locked doors, or npcs to be pick pocketed providing alternative routes or, information, items or methods to completing quests.
Secondly, quests that have no connection whatsoever to your overall goals such as kill the rats in the basement/fetch this/ kill x amount of that/ deliver item. Again, this breaks immersion yet the player is basically forced to complete them in order to accrue the experience points necessary to level their character.