Maybe it's because I don't watch much N.L. baseball, since I'm usually watching the Red Sox or Yankees, but when I do, I hate having what is pretty much an automatic out every couple innings. I can see why some people like the strategic aspect of having no DH, but, personally, I watch baseball for the talent, not the strategy. If I want strategy, I'll watch chess.
I agree with ORS about how both leagues need to have the same rules. The road team in the World Series is at a distinct disadvantage, playing with rules they only have to play by for a few weeks of the year in June. (Actually it's probably harder for an A.L. team to remove a player from their lineup than it is for an N.L. team to have a bench player go up and hit.) I remember reading some writer a few years ago saying it would be like if in the NBA, the Western Conference played without a 3-point line, and the East did. Then in the NBA Finals, the Eastern team would have to adjust to not having a three point line, and vice versa for the Western team. That wouldn't make sense. So I don't like how teams in the World Series have to adjust to having an extra player or removing an extra player from their lineup.