Useless, groups, that make the whole thing unnecessarily messy. If they had a function, like global rules per group, I wouldn't mind them, but now they are simply just extremely irritating.
The custom controls are not so good as if the native ones were used, so the usability suffers, not to mention it wastes a lot of space unnecessarily, but that's a problem of the whole program not just firewall, but the firewall suffers most by this.
Missing ICMP types list, now one has to manually find some ICMP specification overview, find the ICMP messages he needs and write down the corresponding type number.
The packet rule editor doesn't show any error for invalid input, it just silently replaces invalid values with some random valid ones and it generally lacks any documentation.
Log is completely useless, it doesn't allow to jump to the corresponding rule, do a whois search, not even doing a plain old copy of the blocked IP ::facepalm::.
The xml file with rules gets randomly corrupted, which is not detected by the program (there are no errors in any logs) and it just prevents further storing of any new rules.