Also an issue I've seen concerning the store, has nothing to do with the store itself, but the browser.
When people are sent to our payment gateway for them to make a payment, they go from an non-secure to a secure website; store to the payment gateway. When they return to the store after making a payment, they're going from a secure to a non-secure webpage.
Since there is data transmitted between the two to update the store order information, some browsers (thus far Firefox and Safari) will pop-up a box telling the end-user that they're transmitting information unsecured and that it's a security risk.
Even through we don't see their full CC information, etc., MOST people click on cancel. So what ends up happening is that our store isn't updated with the completed order information, e-mails aren't sent out, etc.
Then you have to go through your payment gateway information to ensure the order is completed, then update the order within your SQL tables accordingly. Just adds an extra step.
Something to watch out for if you're running an non-secured (SSL) store.
Thanks..