One other extremely annoying limit in Postgres is not being able to use local variables in a simple query. Local variables can only be used in a function or stored procedure and this is a large PITA. MySQL does allow it, as obviously does MSSQL though MySQL has it's own spin on that - MSSQL is easiest in all cases to use.

As to the various syntax differences, you get used to those over time so they aren't all that bad and of course Google is your friend for those. It is annoying to work in MSSQL, MYSql and Postgres as I do and sometimes forget which syntax/spelling is which...