I often SSH to remote computers using PuTTY.
You know what really annoys me? Those 4-8 seconds from the moment I launch PuTTY to the moment the server responds with the prompt and I can start typing.
I wouldn't mind the wait, but unlike most other GUI/CLI interfaces, I can't type during the wait time! I want to be able to start typing stuff while I'm waiting for the server to respond, and then have the server execute the command when it's ready.