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We are considering implementing DKIM, the pros seem pretty obvious. Are there any cons?

I know this is a bit vague and possibly subjective so I will accept what seems to me to be the most complete answer when 24 hours have transpired with no new answers/comments.

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Incorrect implementation leading to rejected mail is the only pitfall I can think of (or slow DNS propagation causing trouble: Make sure to publish your DNS record with the key a few days before you start sending DKIM-signed mail to avoid that).

If your DomainKeys/DKIM setup is correct I don't think it can cause any problems since if the receiving end doesn't recognize the DKIM header in the email it will just ignore it like any other "noise header".

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I agree with everything said here. The biggest pitfall is incorrect implementation. I'd also recommend doing SPF records while you are at it. – Dave Holland Feb 10 '10 at 0:39
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+1 For DNS Propagation, hadn't thought of that. – Aaron Bush Feb 10 '10 at 15:24
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