What I don't like is the inability to swap out characters as you could in previous games. I also don't like that there are NO random battles. You can't power level anywhere, really. A few places will respawn the enemies, but otherwise it's very limited. I don't like that I'm at the end of chapter nine and my team is still split up, specifically because I find it difficult to fight with Vanille and Sazh alone. And I really don't like that around 80% of the enemies are soldiers. I don't play Final Fantasy games for recon missions.
Don't worry, just a little bit further and you gain the ability to change your team up. Also farther in the game you get to a huge wide open area where you'll do most of your leveling apparently. I'm on the final boss for Chapter 9 and I cannot for the love of god figure out how to beat him. >,< If you find out anything lemme know. xP
EDIT: Finally beat him. lawl