Weather: It's hard to be sure of the weather but you have to take chances. Sometimes you are lucky and sometime you just wasted your time traveling to and setting up at a location.
Wind: Even a tripod can be shaken by strong winds. I have found a way to attach a bag to the middle section of my tripod, which can hold a large rock.
Batteries: My camera batteries are getting old and I have to make sure they are fully charged before a long sequence (3-4 hours).
Portability: Much as I like using my lightweight slider I find it hard to transport (with all the other gear) when I'm flying to holiday destinations. So I limit myself to the simpler singe stage R configuration, which still allows me to do quite a lot.
Log Book: When I return home I have to sort out all the files and sequences, which can be a nightmare! I have found the best way is to keep a log of what i shoot as well as where, settings and the start/end time. Also I make a note of things that went wrong, which helps me sort out the files at the office end.
Processing: This is getting easier with programs such as LRTimelapse4. Since I now shoot RAW files I'm trying to do everything in this program and Lightroom 5. It just takes time but it is a lot better now that I have two Mac's on my desk.