Migrate local profiles to roaming profiles
Solution 1:
I've done this several times, typically copying the "My Documents" and "Desktop" into redirected folders by hand during the process. I like doing this in migrations because it preserves the user's look and feel of their environment, as well as their data files.
If you're copying around registry hives (NTUSER.DAT) as files into the new profiles, be sure that you modify the permission on the root of the hive to allow the domain user account access. You can get some really, really strange behaviour if you don't do this. (Microsoft Outlook 2003 displays a funny error message to the effect of "Outlook Failed to Start" when this happens, as an example.)
Solution 2:
Well, the big one for me is when people love to put 10 gigs of nonsense in their My Documents folder. Not so big a deal when it's a local profile. Doesn't work out so well when it's a roaming profile.