I am getting annoyed by windows under X opening and taking focus away from the current window which has focus. This is particularly annoying when you are typing a password into a password dialog and another application steals focus, so some of your keystrokes end up in the new application instead.
I've always been irritated by this in Windows, but there's little that can be done about it there, and I can't help but feel that this should be fixable on Unix.
I'm currently using Gnome as my desktop environment (on RHEL 5.8) and according to wmctrl -m I'm currently using Metacity as my window manager. While I would prefer to stick with these default options I would be happy to learn about window managers which don't exhibit this behaviour.