The Cain is ridiculously powerful, but it becomes near useless due to ammo consumption.
The only thing that annoys me is how awesome characters look in cutscenes but then don't show the same level of skill in battle. For instance, Jack takes out three heavy mechs by herself when you bust her out, but have her in your team and she'll get raped by one.
Vanguards are okay in this one, but they seem like more of a gimmick than anything. Biotic Charge is fun, but on the higher difficulties, it's more likely to get you killed. Haven't tried Infiltrator, but a friend of mine has said that they're pretty good.
I also miss being able to have an Adept with a sniper rifle, or a Soldier with Singularity. That was always fun.