Maybe this is simply a pet hate of mine, but I see it often enough to mention it here. Buttons often feature text and sometimes developers only make the text clickable, not the whole button. Meaning that, if you're a couple of pixels out and miss the text (but hit the button)... nothing happens.

We're all familiar with thinkin, "Did I not click that?" and often this is the cause. If you're imitating the real-world behavior of a button, then make it behave like a real button. This includes giving the user some feedback that the button has been successfully clicked (or tapped). This could be with a change of shade, a slight 1-pixel-movement "down" or a subtle audio effect.

You get bonus points for showing the "hand pointer" to desktop users. Sloppy programming means that some web apps don't show this and it's unforgivable.