There's a big problem with how WP handles images in posts. If I put images in my posts / pages with the wysiwyg they use one of my preset sizes - thumbnail, medium, large or full-size. This is all great, but when I change my theme and the new theme uses a different size - my images doesn't change their appearance.
This has produced a situation where I can only use the "Selected image" and the "gallery" function if I don't want to put in lots and lots of hours changing that stuff manually.
The naming convention is the biggest problem. In wp 3.1 we have the "resize thumbnails" action, but that doesn't help much, since all images are saved with their size hard-coded into their filename.
Instead, I'd use a naming convention like this:
If I'd use something like that, there would be no problems when changing theme. All you'd have to do is re-size the images, and you'd be good.
This thing is extra annoying when exporting / importing your site. Since the export plugin as-is exports 'filename.jpg' but not 'filename-size.jpg', you'll get a blog full of broken images. Not cool!