So... we've been running CS3 (Design Standard) almost with no problems but are now upgrading to CS5.
Problems I've run into so far are
- InDesign totally fails to launch with an error
(The application failed to initialize properly (0xc0000005). Click on OK to terminate the application.)
- apps fail to close properly
(hanging processes)
I've built these on a Win XP SP3 virtual computer (with latest MS Updates) and tried running them on the same computer after a rollback to the snapshot... Photoshop, Illustrator and Acrobat Professional seems to be working fine (with Bridge and Mini-bridge) but not InDesign. And they don't seem to exit properly. I've used both v4.5 and v4.6 to capture and build several installations by now...
I'm guessing this is all related to Adobe's copy protection or some such nonsense... BUT (maybe I shouldn't say this out loud) while googling for users with the same problem I've found pirated PORTABLE versions of InDesign so it apparently is possible for the less scrupulous people among us... so why can't I do this correctly with ThinApp?! 
Anyone tried, made it yet? I must admit my capturing skills stop at running thinapp - installing app - capturing. I don't know enough about ThinApp to tweak around with all these options available through VBS'es etc.