The biggest problem is the lack of caching of shows for offline use. You have to have an active Internet connection for the app to even work, making it worthless for most traveling. Beyond that, to get good video, you need a very robust connection, ruling out hotel wifi, coffee shop wifi, plane wifi, train wifi, etc.

Basically, the only place I can use HBO Go and get a good experience is my own house.

Why it's called HBO Go is anyone's guess.