I've been having issues with getting Watin to work reliably from our build server. IE is the biggest PITA, but FF bites me once in awhile as well.
SSL: If, like us, you've got self signed certs on all your development boxes (build,CI,Staging) you'll have to log on as your build user and make sure that FF and IE both accept your SSL certs. FF lets you do a quick exception, but with IE you get to play around with downloading the cert and that certs root authority cert as well and installing them. There are a lot of walkthroughs about.
Default Browser: First off if you do this:
Your Watin tests will hang on these for IE. I think FF keeps trucking though.
Nice in theory, but just annoying in practice. For Watin its yet another show stopper. If you were to say, go on your build server and use something like ProcessExplorer to kill of all the IE processes that had accumulated because you are incapable of writing a test that cleans up after itself. Then you might see this. Just an off the cuff example you understand :)
And to disable:
IE apparently has something called protected mode. I don't know what it is and to tell you the truth I could give a shit. Some guy says turn it off for Watin or at least add your sites to trusted sites so they won't be run as protected mode. I've just turned it off. It is for our build user and the only place its going is our own development sites using Watin. Someguy
Thats all I've got so far. I'll keep you posted if I find any more or determine any of these are so much BS.