Things that are hard for me are more "administrative" tasks that suck me in and let me lose momentum. So, config stuff and saving stuff and other things that should happen more seamlessly.
ACT: well controller setup business in general but since Cake's built in method is the obvious choice I'll single it out. Lets face it, it was a great idea that didn't quite cut it when it first came out and it hasn't improved at all. It's just too clumsy, and takes too much side-task brain space that it takes your mind out of the zone in a big way.
Preset mgmt. I wish there was an easy way to scroll through presets using some kind of universal key combo, perhaps through the synth rack. Some synths you can just use the arrow keys, some arrow keys + enter key, others require a mouse. I'd like a one hand solution involving keys and not a mouse so I can play with one hand and change presets with the other.
Advanced Audiosnap: making tempo maps out of pre-existing material can still be a total pain and requires jumping through a few windows to get there, a few too many. I'd like to keep my eyes on the waveform where I can spot measure boundaries and toggle through the transients.
More options for project functions. New tracks destination options (top, bottom, at selection), options for separate destinations for MIDI and audio components of synth tracks. Options to have synth tracks insert with volume levels other than 0dB would be great (because lets face it, all these new synth presets are pretty darned loud, too loud for a mix).
A "record start on note-on" option would save me a lot of time sliding clips over after I've recorded them because I would put the Now Time at 0:00 and just start playing. (I know, you can use a count-in as well).