An often raised complaint against ASDF is the quite unfriendly syntax of one of its most basic operations: Loading a system.
(asdf:operate 'asdf:load-op :my-system)
I think this can not really be an issue, can it? How often does one actually have to type this thing? Systems are typically loaded as dependents of other systems. So I wouldn't actually use ASDF:OPERATE! I just type the system-name in the :depends-on clause of my system definition.
The sole exception to this is interactive development. It is quite common to load a system to try something out without officially adding it as an dependency to your system. Perhaps you do not even have a system for your code yet. The point here is: Loading a system while doing interactive development does not really need to be by directly using the programmatic interface of the ASDF-library; I'm using an editor command within the LispWorks IDE to interactively load a system. This even provides me with name-completion for asdf-systems. Writing something similar for slime should be trivial (if it doesn't exist yet).
Why Not Colon Commands?
A recent discussion on comp.lang.lisp about colon commands on the lisp REPL showed that most common lisp implementations provide such a REPL command feature; why not just define an :asdf, :load-asdf or :la colon-command?