If you actually want solutions for these problems you should post a separate question for each with a lot more information than you've provided here. For example, I can't possibly diagnose the cause of the problem when all I know is
Transaction management (in-built)
doesn't seem to work in some
circumstances.
Here is my opinion on these issues:
Transaction management (in-built) doesn't seem to work in some circumstances.
I haven't noticed any such problem
AOP with domain objects doesn't work
I guess what you mean here is that meta-programming domain objects doesn't work. I have encountered this and haven't found any solution. If you really meant AOP then I can't help you as I've never used it with Groovy.
Grails IDE-plugins are pretty primitive
The IntelliJ plugin is very, very good. The Netbeans plugin is OK. Last time I tried the Eclipse Groovy plugin it was awful. However, I believe that a new Eclipse Groovy plugin has recently been released as part of the Spring Tool Suite (STS). It's supposed to be big improvement on the previous Eclipse Groovy plugin, but I don't think it has much Grails support yet
GWT-Integration (with the plugin)
I don't use GWT, so have no comment
Plugin installation (fails unusually) probably cause plugins are not matured enough.
I've never had problems installing plugins, though if I update a plugin, I sometimes need to manually remove the old version from the .grails directory.
Lack of extensive documentation (though what is available is pretty good)
I think the level of documentation for Grails is way ahead of most OS projects. There is a wide range of Grails books available, there's an active mailing list, and the official document is 176 page long.
Debugging support
Again, it depends on the tools you're using. With IntelliJ, debugging a Grails app is as easy as debugging a Java app with Eclipse.
My own pet peeves about Grails development are:
Upgrading from one version to another is often a very painful process due to lack of backward compatibility. When I upgraded from 1.0.4 to 1.1.1 about 20% of my tests started failing
Application reloading is very hit and miss.