I'll name 4
1. I wish the sound quality were a little better. It isn't bad, but it isn't what it used to be either. They are in a crunch on the bandwidth due to the clear channel bullshit discussed on the other thread. I anticipate this will go away when the clear channel deal expires.
2. I share your feelings that XMU could do a better job. In particular the urban stuff is not appropriate on that channel. If all the subsoniq underground hip hop crap were replaced with more indie stuff, and the playlist broadened a bit, it would be fantastic. Also, they need to go back to live DJs on that station.
3. Despite the existence of excellent and compelling "niche" programming, like the chill channel, alt country, etc., I think they could still add more good music formats and cut back on some of the "hits" crap. Some of my favorite channels have been removed from the satellites -- in particular I'm unhappy that the cocktail lounge channel (on the rocks) is gone and that latin jazz (luna) is going this month. I discern no difference between kiss, 20, mix, blend, all that pop shit, some of that should go to make room for the really unique stuff. To be fair, they're bringing back the extreme head banging death metal due to "popular" demand but that's not my bag. Still, I respect the metal in a way I don't respect the kelly clarkson shit.
4. There's so much good stuff on it, it is often difficult to choose what to listen to.
Now, bellensab, explain how you can be simultaneously (1) upset about the loss of terrestrial radio formats and (2) criticize anything XM does.