I would've liked to have seen more conflict in their relationship. It was there, I just think that it wasn't explored enough. Basically there was two Cinderella stories here, you had the street urchin who fell in love with the prince, and you had the book worm who fell in love with the super hero.
I think it would have added depth to their relationship to see more push/pull. Considering Vin's roots, the fact that she was abandoned, didn't feel comfortable in dresses or make-up, and seeing Elend surrounded by noble women who were comfortable in their skin, I would have liked to have read more, " I really like him/he'd never be happy with me" kind of doubt. As far as Elend goes, Men in general want to be the bread winner, the knight in shining armor, the protector of their family, so it had to have been hard to have his girlfriend rescue him all the time. Then with her hanging around mistings and mistborn had to have had him feeling somewhat emasculated.
Now the book touched base on a lot of this stuff, and some people have written that it was there we just weren't in their heads. That's what I think was missing in their relationship. I think that if we could've read more about that part of their relationship then the Zane sequence would have been more compelling to me. Also in Hero of Ages when Vin said she had nothing else to live for after Elend died and then she sacrificed herself, that part surprised me. That statement is a statement of deep love that I didn't feel was there. I think that reading more of their doubts, insecurities and watching the relationship grow would've also made the ending that much more emotional.
On a side note I think that one of Sanderson's strengths is his ability to develop side characters. As much as I enjoyed reading about Vin/Elend, I thought they kept getting overshadowed by other characters. In the first book it was Kelsier, who was the first fantasy character I read who was an adult, optimistic, had a plan for everything, he became my favorite character in the fantasy genre. In WoA, it was Zane he was just really mysterious. who was he, was he good or bad, was he insane or not, what does he really want with Vin. I was disappointed in how abruptly he got killed off. In HoA it was Spook. I almost found him more interesting that Kelsier. In all those three characters were mysterious oddities that I enjoyed reading.