Resin matches, and bodies that don't make floating heads look pinheaded or bobble-headed.
That's my current woe, I have so many
floating heads, and I hear that X body works, and then a week later as I've just rounded on putting the money together to order, I see updated pics or hear that X body is horrible, and this is just immensely frustrating of course. I'm spending a small fortune to get faceups for lovely-lovely dolls I can't get bodies for!
If I found anything else super-frustrating...it would have to be doll companies who sell super-limited dolls that I get up at disgusting hours of the morning for to miss buying because of their super-limitedness. Rosen Lied, I am soooo looking at you!
But overall, I 100% have to vote for resin matches, body and head matching issues, blah!