The Mac keyboard will also take some getting used to. First, you need to cope with the fact that the Apple command key (the equivalent of the WIN key) is next to the space bar where the ALT key is the case on most laptops. Even after 4+ years of using a MacBook or the full-size Apple keyboard, I sometimes still need to look down and make sure I'm hitting the right key. It's annoying, especially if you need to switch between Mac and Windows keyboards.
Second, you'll hate the fact that there's no dedicated DEL button -- you literally need to hit "FN" and backspace. Same goes for the Page Up and Page Down buttons (here you hit the FN+Up and Down keys). Unfortunately, there's no fix for that, so you just have to get used to it. What can be fixed, though, is the keyboard backlight, which -- on some MacBooks -- can't be turned off or even cranked up to its full brightness. Thankfully, this can be fixed by installing "Power Plan Assistant".
Washed out colors
Compared to OS X, when booting into Windows many users have noticed that the colors seem washed out and have a blue-ish tint. The problem lies with the outdated NVIDIA drivers that are present in Boot Camp 2.x and the earlier 3.x versions. The solution is easy: get the latest Boot Camp 3.3 or grab version 4.0 (which isn't available as a standalone download but can be downloaded using the Boot Camp assistant under OS X Lion). This includes an updated driver that should fix this issue. If the issue still persists, you need to create a 2.2 gamme profile in OS X, copy the ICC file (Libraries\ColorSync) to your Windows desktop and double-click on it. This should fix your color woes.
The Mini DisplayPort: Get an adapter
While some laptop manufacturers and display makers have incorporated Apple's Mini DisplayPort, it's still far from widely adopted. In most cases, if you need to connect your HDTV, projector or a DVI-based display, you have to shell out additional bucks to get a Mini-DisplayPort-to-VGA/DVI/HDMI adapter. And while that's certainly not a Windows-related problem, it's worth mentioning if you decide to switch hardware.
File sharing between Mac OS X and Windows
It's a love-hate relationship: When booting into Mac OS X, you will see NTFS volumes, but you can't write to them. And on Windows 7, you can browse the HFS+ volume, but can't change a single bit. That's pretty annoying if you're switching between both OS worlds. Luckily, there are some workarounds for both sides:
HFS+ in Windows: Boot Camp's driver supports HFS read-only. Currently, only the commercial "Paragon HFS+ 9.0" ($20) supports writing to HFS volumes. An alternative to that is MacDrive, which offers its own partitioning and disk repair tool for about $50. There's a free alternative called "hfsexplorer", which hasn't been updated since 2008 and uses its own explorer rather than integrating with Windows Explorer.
NTFS in Mac OS X: On the Mac side, NTFS read/write drivers are all commercial, such as Tuxera NTFS, which sets you back $29, or their older free version NTFS 3G, which is about 5-10x slower than its paid brother. There's also Paragon's NTFS for Mac 9.0 ($20) -– unfortunately, there's no comparison between the two and they both appear to be working rather well, so I'd tend to go with Paragon's option.