Anything that reminds me that there are no real choices in a game about making choices, is something you should try to avoid.

Thinking about it more, I think Mass Effect had better companion continuity, and Dragon Age had better story continuity, but for both, most of the choices made in the previous game are taken care of with expository dialogue explaining why both paths led to the same outcome. Garrus went rogue on Omega, either because he learned from Shepard that being a badass suicide cop was the only way to get things done, or he went rogue, because after trying to change things from the inside as a boring art-cop, he gave up went to Omega. I think Garrus is one of the better companions in ME, he has a multipart character arc that spans multiple games, but that stuff still happens.

Of course these are all better than something like the Witcher's continuity, don't think I'd prefer that to what Bioware does. Not that I don't think the Witcher games don't have great stories, I'd say they have better choices with consequences within each game, but are totally uninterested in any continuity between games.