As an industrialist, 2 things in EVE really annoy.
1/ Downtime delay for items to be returned on cancelled sell orders.
I often have 2/200 items left on market, and a hanger full of replacement items to sell once order expires. This means if I'm away for 20 hours or so, I need to cancel the order, and put the larger quanity on market. When I cancel the sell-order I sometimes have to wait until downtime to get my item back. This doesn't happen everytime, but when it does occur, its annoying. Ditto when a order expires. Its annoying and effectively ties my isk up for ages - or requires me to run a second sell order (meaning I need to leave a few spare to run in parallel).
2/ The 5 minute delay on cancelling an order.
Okay, I admit it I've priced something wrong, or set region wide when I mean system wide. When this happens I don't want to wait 5 mins to cancel. I understand the need for the delay in modifying orders, but I think you should be able to cancel immediately.
Do these annoy you too?
In good news - I'm still buying items priced below my "recycle rate" - thus cheaper minerals than buying even on a buy-order... are people really silly enough not to check the mineral price for an item out prior to putting a sell-order up :) I've found that using market powers, you can force price of an item down to below mineral cost, then suck up all your competitors, up price of your items, and recycle what you've brought for isk, or just keep in stock. On a few items this is quicker than building stuff yourself :) Not that I'd suggest such nefarious market tactics.
Any other suggestions the EVE players of the world can give?