Several spring to mind, most of which have already been mentioned...understanding it yourself, trying to explain it to others, and the fact that there is no "stealth" mode.
Others...
16) The fact that transition may start, but it never really ends. There is no finish line. You never make it through transition, it is an on-going thing.
17) Because SRS is generally not something most androgynes seek, (would different plumbing really change how I feel about myself?), it can be hard to explain why one may want to look like the opposite sex yet not be. "Oh yeah, zie looks like a girl but still has hir winky."
18) Your guy friends don't believe you when tell them that even though you look and act feminine, that you are not gay.
And a comment about "gender games" (good point Rebis)...I hadn't really thought about it before, but I have really noticed them over the past year. It really throws a monkey-wrench in the works when one refuses to play them. They are so ingrained and expected that when they aren't played, "unexpected results may occur". Then again, the look on the girl's face when the guy beats her at pool 5 games in a row is priceless. The same thing when the girl refuses to play up the "helpless" angle and the "you're so big and strong" phrase never is uttered...very fun to watch. These are usually followed by the "He's a jerk" or "She's a lesbian" comments simply because they gender game wasn't played "correctly".
....Laurry