In addition to what's been said here about application fees, official transcripts, the portals, and the GRE, I'll add a couple:
Finding basic information about a lot of the programs I researched was inordinately difficult because of poor website design. When links are broken, information is incomplete, and I can't find my way to the course requirements, I'm tempted just not to apply, even to a "good" school. (I mean, I still applied, but I thought angrily about giving up.)
300-500 word limits on personal statements are atrocious! I understand that committees don't have the time (or resources) to read hundreds of super long statements, but I don't feel I can accurately describe my research interests, my teaching experience (because many of these schools also didn't have a separate teaching statement), and where I'd fit in the department in just 500 words. Again, I completely understand that the departments are working with limited resources, but I'm surprised that they feel they can gauge a person's fit for the program in 300 words.