Lots and lots of things, but I think my biggest struggle is making good compositions. I can't really do anything on that list especially well, but without a good composition even my best efforts on everything else just don't look good.
Oh, I have a number of things I need to work on... but the most problematic for me are Perspective and Foreshortening, backgrounds, and clothing. Hands used to be extremely hard for me too, but lately I've gotten better (I think, haha). I don't think backgrounds were mentioned here, but... huge weakness of mine.