It bothers me that music on an iPod is not a first-class citizen of iTunes.
Neither the iTunes Party Shuffle (offering an easily appended-to song queue) nor the CoverFlow eye candy of iTunes 7 applies to music you play from the iPod. It seems you must play music from a disk to be able to do some things – in fact, playing music from the iPod through iPodDisk treats it as non-iPod music. Alas, it's a cumbersome workaround.
This annoys me mostly because I love the idea (mine; not sure if Apple share it) of the iPod as a module for all your music, alongside which you don't keep (redundant, space-consuming) music on your (notebook) computer's disk as well.