I've had my iPhone a few days now . . . and there are some things that are starting to bug me:
The volume controls are not granular - for some reason, all the volume settings are tied to the ring volume, including the message, voicemail, and other notifications, the alarm, and keyboard clicks. It seems a bit silly that I can't have the phone be vibrate only, have a loud alarm, and give me auditory feedback for the touchscreen keyboard that lacks tactile feedback.