A lot of recent threads have been talking about sharing ideas, I would rather share our problems. Hopefully some people can be lead towards solutions that already exist, and it might be useful for those looking to startup something new.
List the problem you have, and why you find it a problem, possibly saying why other things you have used havent solved it.
Make 1 comment per problem, and try to upvote / comment on problems to expand on them.
2. Things that are obscenely expensive but don't cost much to produce/service. Examples: mobile broadband ($30-60 that you can't share, see above), mobile text messaging ($0.25 per 160 bytes!?), dealership car service, iPhone cases, Monster cables, etrade transactions, international roaming (data: $20 PER MB, voice $2.29/min), laptop batteries, retail books, music, DVDs, basic software (such as FTP/ssh clients, PDF readers, etc).
3. Getting ripped off, knowing I can't do anything about it. Examples: exchanging foreign currency, used video games