I've only run into a few problems here & there, but it's nothing to do with Windows 7 as much as it does x64 drivers. Such as the multimedia keys (Previous, Next) not working when iTunes is not the focus. Play works just fine with mmkeys.dll in the plugins folder. Mostly just annoying things like that. Apart from that I've yet to really see any problems on my particular setup.
A buddy of mine had a launch party and got the Special Edition (I'm still running my TechNet RTM). He was running TechNet RTM and reformatted with his "Special Ed" release and has had problems with it ever since. I keep telling him to just get the build from TechNet again but nooo gotta have his "Signature Copy" installed. *eye roll*
The whole XP Mode thing seems more of a hassle than it's worth. Changing the environment on an app like that would probably result in more work fixing the undocumented bugs that come with "custom environments". IMHO XP Mode compat should not have been worked on at all. Like the OS'es before it XP needs to actually realize it's EoL regardless of the whiner-babies that cry, but but but our PowerCOBOL apps won't run on Windows 7. To that I would have say, THANK GOD!
(And no I don't know either way if Fujistu PowerCOBOL runs on Windows 7, nor do I care.)