In my case, a couple of things.
I ordered my Mac Pro with dual Radeon HD 5770's because I wanted the fastest rendering performance I could get and at the time I placed the order, the online configurator offered this as the "highest performance" configuration. It turns out that CrossfireX isn't supported by the Mac OS, only under windows/bootcamp. Although I don't have a Mac application that requires that level of performance, when buying a new computer I always try and "future proof" as much as possible by buying more than I currently need. In this case, I should have gone with a single 5870 which has much higher rendering performance. As I said though, it wasn't available via the online conigurator when I placed the order.
The second thing is I wish I'd done a little more investigation of whether drivers were available for devices I wanted to put in the machine. I have an Asus Xonar STX sound card and read a review on the web of its performance on a Mac Pro so I assumed there was a Mac driver for it. Turns out it was under bootcamp using the windows driver. Although I'm planning on configuring bootcamp, I wish there was a Mac driver for it.
So lesson learned: make sure the devices/configurations you want are supported in the operating system(s) you want to run.