I think the game should be a bit harder in general (just beat it on hard). Items everywhere! In my opinion, there were too many unnacessary items (sals, health and ammo). If they were harder to find, the overall management could have been more challenging. Really loved how some weapons were really rare in some areas, though! Deads are also too forgiving. The only sequence where dying was a problema was-SPOILERS-in the last battle, where we had to protect the zepplin's core. Other than that, brilliant experience!
Also, the checkpoint system and forced "VitaChamber" use were annoying - much preferred the systems in the first two games (save anywhere and the option to turn off auto-respawns).
The lack of a proper save system was especially annoying since you couldn't afford to upgrade everything - would've been nice to able to save a game, buy an upgrade and try it out without necessarily committing to it for the rest of the game or reloading a checkpoint which might be some ways back. --- People who don't punch their ponies make me sick.
Though this isn't a gripe with the game, I didn't like how alot of the content shown in the E3 trailer was cut, for example.
Lack of Blood, (Murder of The Crows drip blood, blood effect when damaged ect) though I think there is some in their. There was more shown in the beta. Cannons. Also the ability to use telekinesis to control cannon munitions to fire back at the enemy. Some of the effects, giant clouds that can rain and electrocute multiple enemies, wind effects and day to night effects. Things like this hype the game up making it look amazing, I kinda wish I could see some of that content.
There is some more stuff but I can't remember everything.