Is $\{\Theta(f)|f:\mathbb{N}\rightarrow\mathbb{N}\}$ Dedekind-complete?
Let $F$ be the set of all functions $f(n)$ such that $\sum_n f(n)$ diverges. Then $F$ is bounded from below by $f(n) = 1/n^2$ (for example), but there is no infimum: for every divergent sequence, you can find a sequence which diverges more slowly. This is a classical result of Hausdorff.

Similarly, if $F$ is the set of all functions $f(n)$ such that $\sum_n 1/f(n)$ converges, then $F$ is bounded from above by $f(n) = n$, but there is no supremum since for every convergent sequence you can find a convergent sequence which grows much faster.

Edit: This paper (among others) provides a proof of these claims.