My Biggest InfoPath Gripe
If you have a schema which is not finalized and you happen to modify it, you have to recreate your entire InfoPath template from scratch. This seems to be a result of the fact that once you point a template at a schema, InfoPath copies it internal to it's .xsn file and references only that local copy from that point on. I can't seem to find any "Refresh Data Source" functionality, which I would expect to just detect any form elements that were maybe removed or modified and notify the user that he/she must recreate those.
I realize it's not supposed to be a developer tool, but this is a really aggravating problem and I can't imagine that Microsoft doesn't realize that developers and knowledge workers are going to be working hand in hand while developing forms that submit to web services. Other than this, I'm very impressed with the tool and believe that it really could play a major role in taking web-services that next-step... if people learn how to leverage it properly.