Date handling, simple things like postgres date_trunc('month', now()) and especially looping over records in stored procedures without using cursors (that are prone to crashes).
I work with both on a daily basis and there is a mile of difference. Yes I can accomplish whatever I want in sql server but there are so many small things that could improve.
Some of other pet peevees are:
You can't use a lot of left joins, it slows down the query dramatically. If there is only one to one relation, use subselects instead.
Thou shall not do queries like this: select foo into baz from bar where fooid not in (select fooid from bar)
They are the death of the engine.
And many "unwritten rules" like that.
Postgres just accepts the queries and run them..
