This bugs me: I restore an application window from my taskbar, enter a bunch of data, hit "commit" and get taken to the login screen. My data is lost. If I'm incredibly lucky (and think to do it) the app honours the back button and I can login, backup to the screen with the data still in it and recommit.
If you take the time, DHTML, Flash, Ajax, etc. can be used to significantly narrow the UX gap between smart client and Web apps, but what can you do about session timeouts?
BTW, I'm not a Web developer :-)