I have faced few problems in wordpress MU. WordPress MU indeed a time saver. However, there are a few problems with it that we will have to overcome. Some of them are described here:
1) Editing core files to allow certain tags to be used in the Post and Page writing fields in admin. Per default, we can not publish a YouTube video, since some of the tags the embed code uses get stripped away. Not allowed tags are meant to protect MU administrators when offering blogs for free, to anyone who wants. Editing wp-includes/kses.php where we can set allowed tags and so on.
2) Another problem with MU is pinging which is still unresolved. By default MU pings pingomatic.com which is fine. We would like to add more services which is not possible in admin – As you might know that we can add service and about how many we want in WordPress SU.
3) Unfortunately MU community have not been very helpful yet and this is a problem. Small documentation there is does not help either. With all the “MU is just like WordPress so read the Codex” references that are out there, Users get pretty confused about these things, since pinging several services is a standard feature in WordPress.