The first time I embraced the concept of a workflow was about 6 years ago, when designing ASM for microcontrolers (I miss working with the MCS-51). So, when the WF appeared, I was pretty enthusiastic and quickly started to study and investigate this new feature of the .NET Framework. By now, I can't hide the fact that I'm a huge fan of the WF.
But, of course, not everything is perfect and as a software product it has bugs. I came across one of them recently (related to the delay activity), here’s a little Microsoft article from the KB that describes the problem and a few other bugs.