To put it short right now most common problems are:
Low server speeds when connected to VPN (for gamers high ping is an issue)
Before connecting to VPN - long connection time.
Low amount of servers can be a nuisance if you need specified locations.
Doesn't unlock access to TV streams (Netflix, Hola, HotStar etc). Or frequently gets their IPs banned by popular TVs.
For some logging information can be a problem, some VPNs did get into scandals of providing session information to law authorities.
At this moment that's all I come up with.
