When I am working with ASP.NET, I find that there are always unexpected things I run into that take forever to debug. I figure that having a consolidated list of these would be great for those "weird error" circumstances, plus to expand our knowledge of oddness in the platform.
So: answer with one of your "Gotcha"s!
I'll start: Under ASP.NET (VB), performing a Response.Redirect inside a try/catch block does not stop execution of the current Response, which can lead to two concurrent Responses executing against the same Session.