The laws of physics get in the way of capturing the photo you see in your mind's eye. Want a photo that's perfectly sharp from the foreground all the way to the background? Depth of field often causes problems. Would you rather have a "contrasty" photo with the full range of exposure from bright to dark? That's impossible with current sensor technology.
You don't need to put up with these limitations, though--some workarounds are available. You can use hyperfocal photography techniques to get impressively deep depth of field, or fake it with easy-to-use software (as I did here). Likewise, you can use expensive software to transform a series of photos into a high dynamic range image (check out "Stunning Photos With High Dynamic Range, Part 1" and "Stunning Photos With High Dynamic Range, Part 2"), or fake it in your own image editor. Here's how to cheat.