For a long time I've wondered why wordpress creates links to files using the full URL instead of a relative URL. Today I just moved a site and had to get into the database and do something like:
UPDATE wp_X_posts SET post_content = replace(post_content, "http://BLOG.DOMAIN/files", "/files");
just to get all the images working again. I know in the case of blogs as subdirectories, you'll still have to have something like /BLOG/files as the default location, but subdomains only need /files which would never change even when it gets moved.
I guess this isn't so much of a complaint as a suggestion... unless there's a reason why relative URLs break other things.