So far I've not noticed anything huge to write home about apart from the cognitive dissonance of reverse scrolling. So far most applications have just worked, although I have had the following:

1. Drobo required a firmware upgrade for Lion to be able to use the time machine partition
2. I can't talk to assembla's git repositories anymore - Richard had the same issue with github and has a fix I shall try.
3. The Lion upgrade appears to have removed my Sublime Text commandline symbloic link, which is annoying.

Finally, one very cool thing I've not had a chance to play with is the Network Link Conditioner, which looks like a jazzed up version of Sloppy.