There are no procedures to effectively and safely address certain issues of skeletal disproprotions -- especially in the the midface (and skull shape), shoulders, torso, and pelvis. Oooh, not to mention hands and feet.
Electrolysis is brutal and slow, while scalp hair rejuvenation is hit or miss.
I think labiaplasty is still somewhat lacking, and phalloplasty is still pretty stone-age. We have nothing to grow uteruses or prostates, and nothing to convert testes and ovaries. DNA reconstruction is a long, long way off.
Scars can be a problem, especially for FTM top surgeries.
Proper vocal training is still quite rare, and voice surgeries, while improving, have a lot of really terrible results.
Therapeutic practices have definitely improved in the last twenty years, but they're still very inconsistent. There's still no pill to make dysphoria go away for those who'd prefer not to transition in the first place.
I have hopes for memory alteration, since they're so pliable to begin with.
All that said, I still think the current state of available techniques are amazing. HRT really does work over time, for most of us, especially now that bio-identical hormones are (usually) widely available. For me personally, facial surgery and bottom surgery were life-saving, and my complaints on these accounts are still minor overall. Internet boards are just as, if not more so, therapeutic than many psychologists could ever be. Hair transplants can address less severe hairline issues. It is actually possible to develop a very good voice with training.
Most of all, transition itself is the real cure, I think, and simply getting to that point is a huge step forward towards self-acceptance and healing.