I've been doing a fair bit of work with OAuth recently, and I have to say that I really like it. I like the concept, and I like how it provides a low barrier-of-entry for your users to connect up the external data to your site (or for you to provide the data apis for consumption externally). Personally, I've always balked at sites that ask me to provide my login for another website to them directly. And OAuth "valet key for the web" approach solves this nicely.
The biggest problem I (and many others) see with it though, is the standard OAuth work-flow encourages the same type of behaviors that phishing attacks use to their advantage. If you train your user that it is normal behavior to be redirected to a site to provide login credentials, then it is easy for a phishing site to exploit that normal behavior but instead redirect to their clone site where they capture your username and password.
What, if anything, have you done (or seen done) to alleviate this problem?
Do you tell the users to go and login to the providing site manually, without automatic links or redirection? (but then this increases the barrier of entry)
Do you attempt to educate your users, and if so, when and how? Any lengthy explanation of security that the user has to read also increases the barrier of entry.
What else?