OneCore sets a great example. Pages that cannot be bookmarked. Companies that use frames to make their site easier to navigate create an entirely new problem. Users can't bookmark the pages they want, and they can't mail a specific URL to colleagues to point them to a particular product page, for example. Forcing users to come in through the front page of your site vastly diminishes its usefulness.
Nothing turns off users quite like sending e-mails into a black hole.
No prominent search option. Rather than clicking through every page of your site, they want a search engine to scour the contents for information that's relevant to them. Putting a search box on your home page makes that simple. Webmasters of small sites may find it makes more sense to build a site map or index page to give visitors a comprehensive overview. If they don't send me an e-mail reminding me what I picked, it's very unlikely I'll go back to that site.