Rules are meant to protect people and property, and HOA rules are the same way. While some people may be offended by the notion that they have to request permission to build a swing set, or put up a fence in their own back yard, there is always a good reason--or at least a good intention when an HOA set the rule.
If you do not want to live in a community that has restrictions on the size of shed you can put up, or how long your grass can get in between mowings, than perhaps living in an HOA community is not for you. But if you see the value in a neighborhood which abides by the same guidelines in order to protect the property values and the residents, then an HOA-neighborhood may be a great fit
If you are new to living in a homeowner's association regulated area and do not read the CCRs, it may be a bit of a shock to you the first time you are given a warning letter about a minor violation such as leaving your garbage can outside for several days after garbage day. But rest assured the committee member who noted the violation and the property management company that sent the letter to you are not "out to get you." No one likes to be the bearer of bad news--and if the issue is minor and a first-time problem, they will likely wave any fee if you take care of the issue quickly.
It is an adjustment if you have never had to follow the policies of an HOA, but in the end they rules are meant for you. After all, if there weren't a rule about keeping a rusted-out car in one's front yard, there would be little recourse for you if your next-door neighbor were to choose a '79 Buick as a lawn decoration!
Also, you should remember, if you feel that a policy of the HOA, or neighborhood covenant is unfair or ill conceived, you have the ability to have it put up for a vote if you are an active committee member. The HOA is there for you -- so participate and enjoy the benefits of having a community interested in protecting you, your family, and your home.