My biggest complaint about gigs is that, thus far, they don't pay me enough to quit my day job.
John Abercrombie once said that schlepping the gear is the worst part of gigs.
Acoustics are make-or-break for me. I hate playing in rooms with bad acoustics. Can't hear shit, and what you can hear sounds like shit. And no matter what you do, it always seems too loud.
Now we need a counter thread about what we love about playing gigs.