I'm just finishing up a music video in which i'm doing my color in color. In addition to speed changes here's some other things I've found that color doesn't like to translate well:
variable speed ramping (treats it the same as a constant hard speed change)
MULTICLIP (yes be very warry of what you do with MC, I had to go back to my sync sequence and replace all the locked MC clips with original footage before i could start colorizing the performance footage...flattening them WILL NOT WORK, nor will media managing anything done in MC)
3rd party plugins/transitions
I have about a half day left of color now that I've spent a half day replacing all my mc footage, I'll update with anything else i run into.