Personally wouldn't install it (or any game really) into program files if you're on vista or win7.
Saves so much UAC and folder redirection hassle when games (especially ones like wow that store settings inside the main folder) are in their own little unprotected folder.
I can't say i've ever had any problems installing a game to Program Files, and i've been doing it since the days of Windows 95.
What games cause problems?