OpenFileDialog/Isolated Storage
In order for your app to initially use or increase local storage, you have to specify how much space you need, and then Silverlight prompts the user if he/she wants to allow the change. That's all good. But there's a catch: If you open a file dialog, there is no way to obtain more storage after that point. In my scenario, the user selected file(s), I processed them, and then calculated how much space I would need to save the processed file. But because of this issue, I had to guess what the maximum size of that file would be, and ask for storage based on that. If the file was larger, the user would have to do the whole process over again.
Layout system
This really sucked. Until you explicitly set an element's size, you get NaN for all size properties. You can hook into every resize event and get the values there, but in most case you can't just ask for a height or width and get what you want.
No LayoutTransform
Mentioned above by Travis
