I've started using Windows Workflow Foundation, and so far ran into a few things that aren't incredibly obvious. Microsoft did a good job of providing a ton of samples, which is handy because you need them to get anywhere with WF. The docs are thin, so I've been bouncing between samples and downloadable labs to figure out how to implement various activities in a workflow.
Code separation or not? You can create a workflow and activity in Visual Studio with or without code separation, i.e. just a .cs "Component" style object with a Designer.cs file, or a .xoml XML markup file with code behind (beside?) it. Absence any obvious advantage to one or the other, I used code separation for workflows and any complex custom activities, and without code separation for custom activities that just inherit from the Activity class and thus don't have anything special in the designer. So far, so good.
Workflow Activity Library project type - What's the point of this separate project type? So far I don't see much advantage to keeping your custom activities in a separate project. I prefer to have as few projects as needed (and no fewer). The Designer's Toolbox window seems to find your custom activities just fine no matter where they are, and the debugging experience doesn't seem to be any different.
Designer Properties - This is about the designer, and not specific to WF, but nevertheless something that's hindered me a lot more in WF than in Windows Forms or elsewhere. The Properties window does a good job of showing you property values when you hover the mouse over the values. But they don't do the same to find out what a control's type is. So maybe if I named all my activities "x1" and "x2" instead of helpful self-documenting names like "listenForStatusUpdate", then I could easily see enough of the type to determine what it is, but any names longer than those and all I get of the type is "System.Workflow.Act" or "System.Workflow.Compone". Even hitting the dropdown doesn't expand any wider, like the debugger quick watch "smart tag" popups do when you scroll through members. The only way I've found around this in VS 2008 is to widen the Properties dialog, losing precious designer real estate, then shrink it back down when you're done to see what you were doing. Really?
WF Designer - This is about the designer, and I believe is specific to WF. I should be able to edit the XML in a .xoml file, or drag and drop using the designer. With WPF (at least in VS 2010 Ultimate), these are side by side, and changes to one instantly update the other. With WF, I have to right-click on the .xoml file, choose Open With, and pick XML Editor to edit the text. It looks like this is one way where WF didn't get the same attention WPF got during .NET Fx 3.0 development.
Service - In the WF world, this is simply a class that talks to the workflow about things outside the workflow, not to be confused with how the term "service" is used in every other context I've seen in the Windows and .NET world, i.e. an executable that waits for events or requests from a client and services them (Windows service, web service, WCF service, etc.).
ListenActivity - Such a great concept, yet so unintuitive. It seems you need at least two branches (EventDrivenActivity instances), one for your positive condition and one for a timeout. The positive condition has a HandleExternalEventActivity, and the timeout has a DelayActivity followed by however you want to handle the delay, e.g. a ThrowActivity. The timeout is simple enough; wiring up the HandleExternalEventActivity is where things get fun. You need to create a service (see above), and an interface for that service (this seems more complex than should be necessary--why not have activities just wire to a service directly?). And you need to create a custom EventArgs class that inherits from ExternalDataEventArgs--you can't create an ExternalDataEventArgs event handler directly, even if you don't need to add any more information to the event args, despite ExternalDataEventArgs not being marked as an abstract class, nor a compiler error nor warning nor any other indication that you're doing something wrong, until you run it and find that it always times out and get to check every place mentioned here to see why. Your interface and service need an event that consumes your custom EventArgs class, and a method to fire that event. You need to call that method from somewhere. Then you get to hope that you did everything just right, or that you can step through code in the debugger before your Delay timeout expires. Yes, it's as much fun as it sounds.
TransactionScopeActivity - I had the bright idea of putting one in as a placeholder, then filling in the database updates later. That caused this error:
The workflow hosting environment does not have a persistence service as required by an operation on the workflow instance "[GUID]".
...which is about as helpful as "Object reference not set to an instance of an object" and even more fun to debug. Google led me to this Microsoft Forums hit, and from there I figured out it didn't like that the activity had no children. Again, a Validator on TransactionScopeActivity would have pointed this out to me at design time, rather than handing me a nearly useless error at runtime. Easily enough, I disabled the activity and that fixed it.
I still see huge potential in my work where WF could make things easier and more flexible, but there are some seriously rough edges at the moment. Maybe I'm just spoiled by how much easier and more intuitive development elsewhere in the .NET Framework is.