That Sony's new console lacks background downloading and a download queue is maddening. It represents an utter failure on Sony's part to use these past 12 months to orchestrate a console launch that exceeds the precedent set by Microsoft. Sure, a firmware update could fix this, but why is Sony launching with a feature that gamers deemed unacceptable a year ago?
Update: As noted in Comment #6, if cancelled, downloads can't be resumed later (file must be re-downloaded in its entirety).
PS3 delights vs. PS3 annoyances
Xbox 360 delights vs. Xbox 360 annoyances
Wii delights vs. Wii annoyances