In Brawl, I hate that I can very easily send Ness' thunder in the opposite direction if I jerk up too hard/ quickly before I try going in the proper horizontal direction. I sometimes die from that.
Falcon will almost never hit anyone downard from a diagonal direction; his reach is too short.
Peach's recovery is just plain bad.
Bowser is sometimes difficult to get moving.
Diddy falls extremely fast when first starting up his jetpack; his popgun is so useless, too.
I think his aerials might have a pretty big lag for a character of his athleticism/ quickness.
Mario has very few distinctive combo options, his dash attack seems to be nerfed, and his return isn't as reliable as most's are.
Luigi's dash attack is piss poor. And most of his aerials don't have a long reach.
Fox is light and kind of weak. The less gravity hurt his ( and Shiek and Falco) aerials the most.
(Edit
Climbers die very easily.
R.O.B's neutral air takes a lifetime to do anything.