Video drivers: Multiple displays are still wonky. 3d-graphics are very hit and miss.
Wifi: randomly drops out, packet loss, inability to connect.
Audio: I still end up having to disable Pulsaudio about half the time.
I generally use older Thinkpads and Debian, though I've used Arch, Ubuntu, Mint and probably others, as well as a range of hardware.
My recipe for success lately is: use all Intel hardware for major components (CPU/GPU/Net), use Business grade hardware (I run Thinkpads and Optiplex desktops at the moment), and stick to a rolling release distro or otherwise frequently updated one (I use Arch, there are probably plenty of other good options, but don't try to run a 2 year old LTS distro on 2 month old hardware if you don't want a headache).