As I've been neck-deep in Silverlight 2 for a couple of months now I noticed that there are some bugs/inconsistencies that aren't necessarily known to everyone. Here's a list of some of the issues (with workarounds if possible):
Custom Control Data Binding
If you are writing User/Custom Controls that want to be used in data binding (i.e. DataTemplate), you must use the assembly name in the namespace declaration, even if it is in the main assembly:
Bad:
xmlns:my="clr-namespace:MyAssembly.Controls"
Good:
xmlns:my="clr-namespace:MyAssembly.Controls;assembly=MyAssembly"
This is a known bug that will be fixed in future builds.