Windows start in stupid places when you start the program (for me anyway)
No pressure sensitivity for tablets
You need to do most effects manually
In short: Photoshop is better for drawings, GIMP is sometimes better for linear designs. Photoshop has preset effects (i.e. drop shadow), GIMP does not.
Agreed, Photoshop seems less user-friendly, but it has a TON of features. And when you install Photoshop, you get ImageReady at the same time, so you can still make gifs.