Exporting your data
Instagram does not have a photo upload API. However they do have comments delete / create APIs. So here's how you can fake POSSE to Instagram:
And bingo, you've effectively created a POSSE copy of your photo on Instagram since it now has a permashortlink back to the new "original" on your own site.
Bad Silo Interop with Twitter
Shortly after it was purchased by Facebook, Instagram stopped including Twitter metadata on their photo pages, so Twitter Cards no longer show image previews for Instagram photos.
Instagram drives more traffic to their site, at the cost of a worse experience for users.
Using OwnYourGram or another method of PESOSing your photos out of Instagram, you can control how your photos are shared on other silos like Twitter. (e.g., by including Twitter metadata, or by posting the photos directly).
Switch from Foursquare to Facebook venues
This has resulted in:
Lack of privacy of location data
When posting a photo to Instagram, if "add to photo map" is enabled (even if no venue is chosen) then the exact lat/lng of the photo is recorded. When viewing the single photo you won't see the location of it. However, when viewing the person's user profile you can switch to the map view and see their photos all on a map.
The map shows photos as clusters, and zooming in will expand the clusters into smaller clusters until finally individual photos appear on the map.
It is relatively easy to figure out the approximate location of someone's work or home by looking for these clusters.
Uneditable Custom Locations
When adding a photo at a venue that doesn't exist, it is possible to create a "custom location", which is unfortunately not editable from that point on.
One potential up-side is when searching for venues, your custom locations now show up at the top of the list without needing a round-trip to the server to search.
Creating this custom location prompts only for the name, the exact geo location is added automatically, meaning it is not possible to adjust the specific location of the venue.
Censorship/removal of otherwise innocuous material