I am doing something similar, but using the .NET built in JSON DataContract 
serializer. The things I've hit so far:

a) Anything other than a 200 return will raise an exception 
(understandable), but not give you access to the returned json (bad; e.g. 
403 responses often have useful data with them)
b) dates, times, timespans use an MS extended encoding (\/Date(xxx)\/) that 
simplejson cannot generate on the server side (I've posted an ugly patch 
here on the list before)
c) dictionaries have a super-weird encoding from the .NET side; I opted 
instead to send a list of keys and a list of values from the server.

These may or may not be relevant to jayrock.

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