The arms kept falling off of my Vermin Lord, because it was an all-pewter model, and he was carrying big heavy metal implements at angles that did not support the type of joint they'd created for it (which was flat surface to flat surface, not a ball joint, which would've made a lot more sense). I had to attach his arm a half dozen times before I started painting, and then it fell off after I'd painted it.
I also have to agree about getting the Warhammer Fantasy regiments in straight lines. The guides are all like "You should probably figure out how each model matches up to the one in front of it before hand" but that's ridiculous, because if you pretty much can't figure out how 30 units are going to align without starting to glue at some point. And god forbid if they should get out of order.
That's what turned me off Warhammer Fantasy, the square base thing. Of course, when I chose Warhammer 40k, I went with the Tyranids, which are all fiddly little bastards in the plastic version. Oh, and have you seen the Zoanthrope? It's basically a big giant weight that leans off-center of the toothpick body that it rests on, which is all attached to the middle of the base by means of a very short peg-hole combination. And they don't provide any details or materials for weighting the base.