The lack of cohesive, serialized narratives with lasting consequences for the characters' actions and the circumstances they find themselves in, where the people we meet in the first issue aren't the same in the last and there are some kind of themes present throughout that tie together even the most tangential installments. I know we get more of that slightly outside the mainstream, but I'd like to see more in the mainstream and for more mainstream characters.
Now, I don't have a problem with, say, Batman's series being episodic and kind of loose with continuity by literary standards. In fact, I rather like that Batman is this timeless thing with multiple interpretations and a wide array of creative talent behind it. But at the same time, I want to see Batman with a narrative, and continuity, and growth. And I don't just want to see a story with Batman, as nice as GNs and Elseworlds can be. I want to see
Batman's story. Taking all these varied interpretations and voices for the character and crafting a solid narrative out of the best parts, not unlike what T.H. White did with Arthurian lore, while still leaving the mainstream cannon intact for Batman to be available to everyone after Batman's story has been completed. Marvel's Ultimate line had the potential for this, but for the most part they squandered this potential in favor of being
EXTREME!!!!1!11 DC's upcoming Earth One line also has this potential, but only time will tell.