The number one thing that gets me is how if you level them up too fast before you get the next gym badge they stop listening to you. I especially found this to be a problem in HG/SS. My Pokemon always ended up being extremely under leveled once I got to the Pokemon League so I had to use traded Pokemon for my teams to ensure they would be of a higher level once I made it that far.
Not being able to nickname them doesn't matter to me at all. I never nickname any of my Pokemon to begin with.