In several projects, I've been heavily using COM and other interop-related technologies. The pain with these technologies is that is often very difficult to track down bugs and interop mismatches. The same applies to working with No-Touch Deployment. Problems that occur while loading the application (assembly binding) are very difficult to analyse.
In Visual Studio 2005, Microsoft introduced Managed Debugging Assists that can help you detect those obscure problems and act accordingly. Check out this article to find out.