1. Not knowing what's the actual going price for an item. There's no history information available and I don't have the time to track the market manually, so my best guess is to search for the item and take the lowest available price. Often I undercut a little since it's more important to get the item sole and out of my inventory than to make maximal profit on it.
2. No commodity market (selling in bulk and buying partial stacks). Selling large stacks of items is just horrible. If I don't split a large stack up, it won't sell. If I do split it up, usually the same person buys it all. It's also annoying to look for the lowest unit price in the search results.
3. People selling items for less than the cost of obtaining them. Luxury fabrics are almost impossible to sell, even if I just want to get rid of them and put a break-even price on them.
You hit the three big ones there.
1. I came from wow so I was used to using wowhead to cross check the ah to maximize my profit and if the market was lower than it's value I'd hold onto it. In swtor I have no idea what going prices are since they change so rapidly and torhead doesn't have prices of gtn items because no addons are available to track it.
2. I can't tell you how frustrating it is to split large stacks up to 99 into smaller stacks because they just don't always sell or they are buried so far back no one will ever see them.
3. This one annoys the life out of me. People will literally sell items at a loss with all the undercutting they do. I stopped running missions for mats on some of my characters because it is seriously cheaper to purchase them off the gtn than it is to run long expensive missions hoping to get what you need. If I'm in the market to sell and prices are lower or at cost of the item I'll just let it rot in my bank, I'm not a charity and I'd rather destroy my items than give them away at a loss.