Western pleasure: Never ridden it, but from what I've seen I don't like it. It looks unnatural, painfully slow and just..horrible...
Dressage: Theres alot of misinformation at the lower levels, too much emphasis on the horses head (even from some judges, I know from experience..my first prelim test I got coments like "horse not collected"...what the hell?!) Dodgy instructors. I know some, perhaps alot, especially those horses at higher levels, don't get any 'free' sort of time, just dressage, dressage, dressage. I don't really think that's right. On another forum I read occasionally, theres a thread about riding horses out of the arena. ALL of the riders that contributed to the thread said they never take they're horses out because of the way they behave. You can't expect them to be little angels if they are never taken out can you?
I've heard some talk about horses having no turnout time, each to they're own I guess, if the horse is getting enough excersise, and is well cared for I don't have too much of a problem with it. My horses will always have turnout time though, no matter what. I do know however, of a horse at an international event in Sydney who had hot tape inside its stall to stop it from throwing itself at the walls...
Show jumping: Seen a few scary riders, especially at local shows. So many riders getting left behind, no release, balancing on horses mouth when landing etc. You can spot the riders with a nice seat and obvious training miles away.
Hacking (show): Massive amount of complaining and judgement from other competitors. Greater chance of bias from the judge due to lack of score card like dressage. I've even encountered a judge tell a steward she wont place greys because she doesnt like the colour. And at another show this month I was told that the judge believed a Stallion should never be placed below a mare/gelding. I watched every led class, and they were right, the stallions won it all regardless.
It annoys my how they cram so many horses into one ring sometimes, its dangerous.
Those walking horse events (TWH and whatever) I can't watch. The movement looks unnatural, and I don't see anything at all appealing about it.
These are just my bias and in many areas uneducated opinions. Don't take it too seriously