Main issues are basically:
Power - You need a good PSU
Temperature - You need to keep it all cool, most of the time stock cooling is OK but you'll see a temperature raise in the case so depends how cool it is already, high temperatures can effect max overclock.
Support, it's up to AMD/ATI to provide support in the drivers for games, crossfire isn't part of the DirectX standard and so games aren't expected to support it, that's entiely down to ATI, this means you need to get regular driver updates to get the most of your system.
Price/Performance ratio - The ratio of performance you get for your money is not always good in the low end market, sometimes it's worth justing buying 1 fast card rather than several slower ones, even if performance is the same you still get less of the other problems listed above.
Scaling - Some games scale badly over crossfire (Crysis), some games scale nearly perfectly (CoD MW), you shouldn't expect 2x performance with 2x cards, it basically never happens, think of +80% as a decent average. When you go 3 cards scaling is even worse and with 4 it's pretty much no faster.
Eyefinity - Eyefinity cannot be used with crossfire currently (outside of a single 5970 that is)