I'm sure this has been discussed in length, but I'm a newbie :)
One item that really shocked me, back when I believed this was 'The Truth' was the lack of response to the 9/11 attacks. As all of us, we were really shocked and really were looking for comfort at the meeting (School/Service Meeting). Instead they very coldly just said that the Kingdom will fix all problems, and just look ahead to the Kingdom. Nothing about the innocent lived killed, their families, etc. But they did mention the 10 or so Witnesses killed.
This was the first time in memory that I really tried to turn to my religion for spiritual comfort. Instead the answer basically was "seek the Kingdom" and "preach the good news". This left a big hole in me. This really stuck with me, asking, "How can this be the true religion?".