Pedestrians leaping out without looking at all in your direction
Bus drivers forgetting they're in a bus and so cutting into the cycle lane/ your path when halfway past
Car drivers with 'must get past' mentality (especially when coming up to a pinchpoint of if there's oncoming traffic)
Car drivers left hooking you because either they didn't look, didn't care, or misjudged your speed
large sunken drains leaping out at you. for that matter, take extra care driving in the rain, I would never, ever, ride 'in the gutter' in the rain as you can't see the potholes (being filled with water!) - especially if you don't know the road well. On my normal commute I dodge potholes by instinct as I know where they all are.
I give trucks a very, very wide berth and would rather hang back and let them get out the way. Not worth a chance.
Also be exceptionally careful about filtering up the side of stationary or slow moving traffic; it makes the pedestrians hopping out problem bigger as they can see the cars aren't moving; and also sometimes people being dropped off open a door without looking. I also never filter if I know there is a barrier up ahead for pedestrians that I could get squished against.
Oh, and busses who don't indicate when they're about to pull out of a bus stop and you're already halfway through overtaking the bus.
Although, all said, that list makes it sound worse than it is. Just expect everyone else to do something idiotic and enjoy the ride!
One point about the arm signalling thing - there's one point on my cycle home where the road is actually two lanes wide but there is a solid row of cars parked on the left. This means that cars are used to overtaking, and they tend to do so with me (at speed, often). I need to turn right out of this road, and if I just stuck my hand out to indicate I'm sure someone would ride into it. As it's not too busy, what I do instead is let them do what they want, listen to the noises behind me (and check behind me with my eyes as well!) and pick a gap.