Living here, I would say, on the down side, the inherited Soviet-era bureaucracy is probably the most dispiriting part, given that it affects so much of an expatriate's life here. Round blue stamps, rectangular blue stamps, notarised forms and documents, translated documents, some notarised, some apostilled, some not, correct seal and so on ...
Each city and region will have their own laws that they appear to make up on the spot ... such is the inconsistency of the system, e-Gov says one thing, so you assemble those documents and data, the official at the office you attend says these are not correct and writes out (what they think) is required (which cannot be challenged) ... the visa system is capricious with random (and inexplicable) changes that impact on our ability to live here (the loss of the one year visa being perhaps the most inconvenient and costly, requiring you to leave Kazakhstan every 30 days ... just the airfare alone out from Ust-Kamenogorsk is over $1 000 before cost of hotels in the other country ... it gets draining).
Computer mistakes are never challenged (these are more common than you might think) ...
There are other areas that show there is still a great deal of influence from Russia on the population here, perhaps this may change with younger generations having better command and understanding of languages other than Russian and will be able (and interested and willing) to access other sources of news and information.
I am unable to think of another country (in the first world that Kazakhstan appears to wish to belong to) in which I have lived, that makes it quite so difficult for a foreigner to own a car. I'm unsure quite why this is so ... perhaps yet another hangover from the Soviet-era intended to keep foreigners away from "sensitive" areas ...
There are a number of talented and good expatriates that have been lost to Kazakhstan because they can no longer fight with this system and it drains them, they give up and either return to their country of origin, or find a more welcoming country with more consistent laws and immigration policies.
In a smaller city such as Ust-Kamenogorsk, shortages of what would be regarded as relatively staple food items appear to occur regularly. Tinned tomatoes have not been obtainable for over two months at time of writing (late February 2014), however, from the same company, you can have as many tinned peas and tinned horse as you desire, so for that pasta recipe that calls for two tins of tomatoes, well, just add one tin of peas and one tin of horse ...
On the positive side, the population, by and large, are generally welcoming and tend not to mind so much that you may not have the exact word in Russian or Kazakh for an item, they will generally smile and are glad that you are making an effort to understand their language.
The public transport (buses and trams) in my city (Ust-Kamenogorsk) works reasonably well despite the age of much of the system and the -40C temperatures that occur here during winter. Although the newer buses from China appear to be made only for extremely short people. People taller than about 175cm are unable to sit normally in the seats and must almost sit side-saddle ... the older secondhand Scandinavian buses, despite their age, are better suited to all (and sensibly, are double glazed to deal with the unremitting cold here, unlike the Chinese ones).
A lot of the nature and surrounding regions has great beauty both in summer and winter and is generally reasonably accessible (as long as you have access to a private motor vehicle).
Unlike many, the weather here does not trouble me, I quite like the intense cold in winter (There is no such thing as bad weather, only inappropriate clothing ... an old Scandinavian saying) and being from Australia, have no problems with the heat in summer ...