Non-stop noisy power steering - apparently a trait of Fords. The dealership said there was pretty much nothing I could do, but live with it. I've had it reduced somewhat by flushing out the old fluid and installing synthetic fluid that meets the Motorcraft specification. A caution - watch out for shops that try and install generic power steering fluid rather than something that meets the specification Ford specifies.
Power steering hose blew.
Starter developed an intermittent 'dead spot' that was maddeningly hard to diagnose.
Plastic gas filler neck broke due to some overzealous pump jockey - one of the few times I haven't pumped myself (there's a lesson there). You know, plastic gets brittle in the cold, this is Canada, you figure it out - dumb, Dumb, DUMB idea for Ford to save a few pennies or ounces and make this out of plastic.
Evaporative emissions valve plugged up with dirt - had to be replaced. Dealer said it was from driving on gravel roads - funny, there was no warning when I bought it about staying off gravel.
Front spring broke - left me stranded in the middle of nowhere, Saskatchewan.
Shift position sensor on transmission replaced - fixed erratic shifting problem others have fixed by replacing their transmissions at a cost many multiples of what I paid. It took a few hours of Web surfing to find the solution, but saved a lot of $$.
Original equipment Michelins were absolutely brutal when the temperature dropped below freezing - the van was sliding around when others were tracking around curves.
EGR control valve (not sure what it's actually called - not the part that is in contact with the exhaust, but one in the engine compartment that controls things. It has some electronics in it that apparently got tired with age, baked in the heat, or both.
Numerous trips to dealer for Check Engine Light caused me to go out and buy my own OBDII reader - and it has paid for itself over and over.