1. PS3 DRM
Yes, this is not a confirmed "feature" but they have spent acutal money on the patent for this. What this will do is allow you to use your games on only one system, the first one it is put in. That means that all of the random times you may want to use a game in an other system, you can't. This occurs more often than you may think. To start, no going to friend's houses with just your game, but your whole console, even if you both have one. No used games. No used systems. If your system breaks, so do your games (and given sony's record for things breaking easily, I wouldn't be surprised to see this happen)
2. Rootkit
This was shipped with popular music cd's produced by sony. This installed a program into your computer preventing you from copying your songs more than 3 times, such as to your MP3 player. As if that weren't bad enough, it's so deeply installed that your cd drive doesn't work when you uninstall. To put the icing on the cake, it even creates a security problem in your computer, so you can get hacked more easily
3. Horrible Eulas
I think the EFF sums this up well:
So, from this moment on, I am boycotting Sony. The only major Sony product in my room right now (besides chips and small stuff) is a Dell Trinitron monitor, purchased used before this happened, and made 5 years ago.1. If your house gets burgled, you have to delete all your music from your laptop when you get home. That's because the EULA says that your rights to any copies terminate as soon as you no longer possess the original CD.
2. You can't keep your music on any computers at work. The EULA only gives you the right to put copies on a "personal home computer system owned by you."
3. If you move out of the country, you have to delete all your music. The EULA specifically forbids "export" outside the country where you reside.
4. You must install any and all updates, or else lose the music on your computer. The EULA immediately terminates if you fail to install any update. No more holding out on those hobble-ware downgrades masquerading as updates.
5. Sony-BMG can install and use backdoors in the copy protection software or media player to "enforce their rights" against you, at any time, without notice. And Sony-BMG disclaims any liability if this "self help" crashes your computer, exposes you to security risks, or any other harm.
6. The EULA says Sony-BMG will never be liable to you for more than $5.00. That's right, no matter what happens, you can't even get back what you paid for the CD.
7. If you file for bankruptcy, you have to delete all the music on your computer. Seriously.
8. You have no right to transfer the music on your computer, even along with the original CD.
9. Forget about using the music as a soundtrack for your latest family photo slideshow, or mash-ups, or sampling. The EULA forbids changing, altering, or make derivative works from the music on your computer.
Hope you join me,
SpongeBuell

