It comes up when you're dealing with large amounts of data; you go to evaluate the value of a function and it crashes because the stack limit was exceeded. (Ghc changed some things awhile back so that it just allocates more memory now instead of crashing, but still it can cause performance/memory use issues if what looks like just an integer is actually just pointing to an unevaluated thunk pointing to megabytes of data.) Laziness is also annoying when trying to get parallel code to actually run in parallel instead of having expensive computations deferred to whenever the consumer evaluates the value of something.

Laziness does have real benefits sometimes though. It's nice to be able to define infinite data structures, for instance.