The thing that had me 'wtf' the most was the fact that Elena and Nate got married. This is not mentioned until chapter 10. Well it's not explicitly mentioned she's married to Drake just that she's married. Seriously, wtf.
Another thing that bugged me (no pun intended) was the spiders that appear in the chateau in France, the citadel in Syria and the thing in Yemen. That's it. I actually thought they'd play a bigger role (as supposed to no role at all) in the late game.
What else... Right. Some of the tougher fights were, imo, drawn out as hell and just plain unfair. Two snipers and a guy with an RPG/grenade launcher just pummeling you? Just not fair.
Let me find a couple of examples. The pirate ship ballrom. When the pirate ship starts sinking. One of the last rooms of the city of Ubar. Oh right, after Drake drank from the fountain and you had to kill the Ghost Rider clones while Drake was tripping balls. There was one room I just couldn't beat on normal had to switch to easy for that. Why?
The scene starts and three of those flaming skull things just teleport around the room shoot me thrice and I'm done.
Point being. I know my way around games but this gave me some serious trouble at times even on normal. There's a difference between a game being challenging and unfair. I think Uncharted 3 is unfair at times.

Less supernatural stuff than the previous games. Not sure if I like it or not. Story as a whole was nicely done I think. Nothing overly spectacular but entertaining.

The devs seemed to abandon the puzzle aspect of the game in the later chapters and focused more and more on the fights (though I think Uncharted 1 and 2 were like that as well).

I don't know if it's mentioned anywhere how much time passed between Uncharted 2 and 3 but it feels like it was a bit.
That's not a bad thing. But what, in my opinion, is a bad thing is if the story and the characters start referencing things from that time. Drake and Elena got married, Elena apparently knows Charlie, Charlie's character as a whole. How Drake and Sully ended up in the pub with Talbot at the beginning etc.
Again, my opinion only, but I don't like being kept outside the loop.


Now let me get on with the stuff I really liked.
The sequence after the plane crash when Drake was stumbling through the Rub' al Khali desert. I can only assume the devs were trying to go for the modern warfare emotional reaction (the scene after the bomb detonates and you realize you play your character as he's dying) but it didn't quite reach that level.

What else... They went a bit into Drake's backstory. Liked that. The scene from Cartagena was a nice idea to get a bit of Drake's past in and how Drake and Sully met. Cool beans. I can only hope that in future games - or is there anyone that actually believes they're gonna stop making Uncharted games? - they elaborate further on Drake's past. Though I wouldn't be able to think of anything else to tell.

Like I said in the beginning this feels quite nitpicky and actually sounds as if I didn't like the game that much but don't let that fool you. I loved it (minus the annoying fights that I had to restart numerous times) it is a beautifully crafted game with a brilliant cinematography and well directed. Nevertheless it felt weaker than Uncharted 2 as a whole. I'd still rank it above Uncharted 1 and it feels by far the shortest of the three.

edit:
One thing I just remembered. At the end of the Syria level when Charlie jumped from the burning tower and broke his leg they found a tarot card in his pocket. Never was this mentioned before or after. It's just like 'hey let's throw something esoterical in!'
Really don't understand the point of this.
Or was it because the organization Marlowe and Talbot worked for was heavily based in the occult and this was just a hint of that before we get that info? O.o

Well, Elena herself didn't appear until late-ish in the game. I knew she was going to appear at some point, despite doing my best to avoid most stories regarding the game, but if we go with your interpretataion (which I agree is the most logical), then the biggest WTF isn't that they got married (is it even mentioned that either of them are married, or just that they wear rings?), but also somehow managed to split up in the time since the last game.

As to the difficulty, I'm by no means a hardcore gamer. I initially completed UC and UC2 on either easy or normal, but played through both on hard in anticipation of UC3. I probably completed BFBC2 and Batman AA on the easiest levels earlier this year. But I didn't find UC3 as frustrating as you seemed to find it on normal. Yes, they're were some infuriating bits (the first part of the shipyard where while you're gunning down everyone on the right, with a protected machine gun raining down on you, one of the heavily armoured guys approaches from the left; the Syria level with the trucks that need to be destroyed by RPGs while you've got snipers to your left and right) but even as crappy a gamer as I am I still managed to figure out a strategy for beating that particular segment. I wouldn't say unfair, but hard work.
Oh yeah, I forgot a particularly irritating bit - the hard bastard on the ship where the container keeps sliding around. You play it for a little bit, realise the guy isn't going down under normal fire, think that the trick is to get him to walk behind the sliding container then *squish*, but can't ever seem to get him to do so, and finally consult youtube (the only time I did) to find that the dropped M32 will do the trick, yeah, that was annoying.

The puzzles. I thought some of them were particularly annoying. The sliding tiles? Yeah, I think the game gave up hope of me figuring that one out and just offered to give me the solution, it just didn't seem to give you enough info on what you were trying to accomplish. It was the transitioning floor grate reflections as a clue to the positions of the tiles that drove me over the edge. Didn't like that puzzle at all. The other one using the dismembered body parts on sticks pissed me off too. I knew what I was supposed to do with that one but I think there was too much guess work to it for my liking (the constant, unchanging, helpful hints of "Complete The Mural" didn't help either. Now that I mention it, the bit where you're supposed to use the scope to spot the clue above the floorplate was annoying too - I didn't have a problem spotting the first constellation with the scope, but trying to engage the scope to find the pillars above the floor was annoying as hell.
In summary, I didn't feel the puzzles were as intuitive as in UC and UC2.

Going back to the story, and your point about the amount of time that has passed, I'm sure at one point, at the airport where Elena gets you to the undercarriage, she mentions something about 4 years, which would tie in with real time. But addressing your point about being left out of the loop, yeah, I'd like to know what happened to Chloe and Cutter. Were Drake and Elena married, or just engaged? Whatever the relationship was, why did it blossom then detiriorate in two years? And the tarot card's meaning escaped me too.

Other things that irked me: The amount of time spent not moving fast. I can't recall anything like this in UC, and just the bit where he gets to land from the cliff dangling train in UC2 spring to mind in terms of forced slow movement, but in UC3 we had Drake as a kid, Drake in the middle of the desert etc plus all the drugged bits making him go slow.

In summary, I really liked the game. It seems there has been some tweeks with the mechanics of the guns (and I did notice that not everything that should have been a headshot registered as a headshot). Towards the end I kind of wanted the game to be finished already, but that may be because I had other more pressing stuff to do and wanted to get on with those things, but only after completing UC3. The ending was nowhere near as difficult as UC2 (which I was only able to beat on Hard by using an arguably cheap method). When you encounter that circular thing with Marlowe in it, I kind of expected a huge boss fight to take place in or around that.

And am I the only one who felt with this installment that it took quite a bit of inspiration from Tomb Raider? Spiders, Doppelgangers... I also started thinking while playing this that the writers can do stuff with Drake, like give him two love interests, while if Lara were to get a steady interest in her life it would be a turn off to male gamers?

Oh yeah, finally, while doing some stuff while the credits were rolling, I noticed acknowledgements were given to the voice actors for Harry Flynn, Tenzin, Lazorvic etc. What was that all about? Are they selectable in Multiplayer? Seemed a bit odd.