Things that I find myself consistently being annoyed by:
1) Cannot leave multiple bags open at once. My inventory feels incredibly disorganized and I have a bunch of white space at the bottom of the screen that's being wasted. It's simple to tell which bag contains what if you do this...just make them vertically aligned on the screen (bag icon followed by what's in it in a horizontal row. One bag per row.)
1a) See multiple bags open at once when trying to auction something--I'm constantly flipping back to my other tab going "What bag was that in again?" when setting up something to sell.
^ This, by FAR, is my largest annoyance.
2) Cannot use the beaker to make multiple items at once. Why? Why? Especially because powders are usually the thing I want to auction.
3) Glitch auction category pages don't have a link back to main Glitch auctions page (see http://www.glitch.com/auctions/cat-seed/ for example.) I run into this constantly when checking prices and have to go back out to the Glitch home page and then click on auctions again. 5-second fix for any HTML dev on your team...just make that Auctions text on the left side clickable, and/or add an "All auctions" link under the Post a New Auction button.
I know there are more, but these are the ones that come to mind. The bag problem is the worst.
EDIT: I knew I had more. Here's another one: The auction frog. Okay, first, he takes forever to show up. Incredibly annoying. Instant gratification, people. I don't want to wait. (And this used to be the case, back before a cutesy frog was introduced.)
Second thing about the frog: He bounces around when he arrives. It makes him difficult to click on.
And third: You have to click through all his sayings. EVERY. TIME. It's cute the first time. Maybe cute the second time. The 375th time, you just want your freakin' items. Make him stop talking after he's run through all of his phrases once, and just give you your items.