One of the disappointments I've often had with roleplaying games is how much the ranged combatant is downplayed - both in tabletop RPGs, and online RPGs (as well as most MMOs). You would almost swear that the designers are terrified of the idea of a ranged combatant being, you know, competent at their job. One of my favourite characters for Legend of the Five Rings is an archer. Most combat, however, seems to always start close to melee range, and if I want to do my job right, this involves me either taking out my swords, or backing way the hell up to actually be able to pepper the enemy with arrows. In fact, I don't think I've ever really seen an opportunity to do the 'graceful kill from a thousand yards', ever.
In most RPGs, the bow is given a decent range, but the damage is nearly always nerfed. In fact, with a number of ranged weapons, the desire seems to make them slow, weak attacks, more used to soften up the target so the melee-monkeys can get all the glory. In Exalted, there are very few 'augment the damage' Charms designed for ranged combat, and a friend of mine is designing a middle-ages-esque mecha game, where the focus is taken away from ranged combat and put squarely in the mano-a-mano style of combat.
Guns, too, seem to be hit with the Nerf Bat. Damage is kept low (lower than most melee weapons), and the design and focus seems to be on requiring many rounds of combat for a gun to actually kill anyone. The only exception that springs to mind is - of all things - Call of Cthulhu, which has the 1d10+3 heavy pistol of doom, which is almost guaranteed to kill most PCs in a single shot (but not most monsters, obviously).
Now, in the news, there are reports of people surviving gun shots fairly often, but there's just as many reports of casualties. In general, I think I'd prefer if ranged weapons were treated on the same level as melee weapons, given roughly the same damage level, or at least a more realistic damage level, and have people accept that historically, ranged combat was considered damn useful.
The other beef I tend to have comes unfortunately with the Init/Movement rules. Exalted (and by extension, Scion) fixed this, but for most games it usually ends up with 'ranged hero fires, 'enemy moves and attacks', 'hero moves to retreat (and maybe attacks)', 'enemy closes and attacks'. At least in Exalted and Scion, you get to move every Tick - so if someone tries to close with you, you can move away at the same time, thus barring them from really getting close enough to get free pot-shots until they've moved into proper melee distance. There's no real easy answer to this, simply because of how most turn-based combat works.
Of course, my sister's complaint: why don't snipers get any love?
She lives by the sniper's credo - one shot, one kill. As far as I can see, very, very few games allow for this, though Shadowrun (any Edition) seems to allow for it more than any other game I've seen. I think, perhaps, nWoD and the Exalted/Scion line can almost account for it, simply be the fact the sniper's Difficulty to hit the target is floating around the zero mark, but most RPGs seem to avoid allowing the sniper as a viable character. A shame, really.
Anyway, just some idle thoughts. Comments from the gallery?