We migrated from Word Interop to Open XML very recently.
Our application is used for creating Invoices in the Word and pdf format. When Interop was used, a decent size Invoice took about 5-10 minutes to generate.
Now, using OpenXML and SSRS that time has been reduced to approximately 30 seconds.
The only problem area with Word was that some features were not backward compatible from Word 2010 to 2007 and that took some time to fix and get up and running. Like creating the Table of Contents, merging documents etc.
Other than that, I think Linq, MSDN and Eric White's Blog is enough to get you going in the right direction.