This is a minor thing that often happens to me... when you want to select multiple keys in the Dopesheet, you have to start your drag from an area where there isn't already a key. Often, though, I have keys all the way down the screen so I have to start dragging outside of the time range I wanted to select. But you are not allowed to click to the left or above the keys (nothing happens).
So say I wanted to select keys from T=0 to T=30; I have to start dragging from T=31. Then if I want to scale the selection to 4x the length (120), I actually need to scale my selection to 124 since it keeps track of how far your keys are from the edge of your drag box and scales them relative to that.
So my wish is that you could drag selection boxes starting above the keys (in the ruler) or there could be some option to size the selection box to just the keys you selected.