For me, I could probably stand to improve drawing things like horses, or better differentiating faces between characters (aka 'same face syndrome'), and I always struggle with the right level of detail in my backgrounds (how much do I need for it to not look like a cheap afterthought, how little can I get away with), but the thing I'm most frustrated by...
... is things I like about a drawing getting 'lost in translation'. You know, when your sketch looks great, but somewhere between cleaning up your linework, inking, coloring, and adding finishing touches... something just... gets lost. No idea how to fix that, and it's so, so frustrating.