Setting cookies can help you better serve your visitors. However, many people believe cookies are an invasion of their privacy. Free offers that aren't immediately fulfilled. You should make some kind of free offer on your site that will allow you to capture visitor names and e-mail addresses. But you should only do this if you can immediately fulfill your offer.
Many sites offer free consultations or information, then fail to deliver.
Non-secure or confusing ordering procedures. Many sites have non-secure or confusing ordering procedures. Better to not request credit card info, etc. If you have more that two or three items for sale, invest in a shopping cart ordering system. Most people will not take the time to load plug-ins to view or do something at your site.