Are there any pitfalls to DKIM?

Solution 1:

Incorrect implementation leading to rejected mail is the only pitfall I can think of (or slow DNS propagation causing trouble: Make sure to publish your DNS record with the key a few days before you start sending DKIM-signed mail to avoid that).

If your DomainKeys/DKIM setup is correct I don't think it can cause any problems since if the receiving end doesn't recognize the DKIM header in the email it will just ignore it like any other "noise header".