Problem with the brakes for first couple of years! Seems to be OK now, although they used to wear down at a remarkable rate, with the garage twice 'checking' them, to be returned to me rubbing on the drums, a fault I discovered 7 miles down the road with smoke pouring from the wheel arches!
You can always rely on the French for abysmal build quality.
Had to have front drive shaft replaced after 4 years.
Main annoyance is the gearbox with only a 50% chance of being able to select reverse, plus an ongoing droning noise coming from the gearbox. The garage told me it was the wheel bearings first, so two replacement bearings later, the noise continued, for them then to decide 'it must be the gearbox bearings,' wow, these people really are on the ball! Turned out the best cure was to top up the oil in the gearbox.
Finally, the worst problem I've had for the last 2 years, is when the petrol tanks less than half empty the car misfires continuosly. Three garages have been unable to rectify the problem, so I just keep it topped up with petrol. I suspact a problem with the fuel tank, as when first purchased in 1996 a new tank had to be fitted after 6 months due to a stalling problem, which was quite common, although I don't think Citroen bothered to do an official recall on the saxo's. Not surprised though, as customers take a back seat after you've bought the car, so long as the garages meet their sales targets!