The other consideration with ActiveX/COM is the use of Reg-Free COM in XP, 2003, and Vista where it makes sense. But most of the issues with ActiveX will be related to the installer you employ.
The biggest issues with Vista are UAC related but these apply to pretty much all development tools and the applications they produce. There are a few "snags" with VB6 features that (in theory) we weren't supposed to be using even on Win2K and WinXP, let alone Vista (where they are now enforced). The most obvious is the use of GetSettings/SaveSettings, creating/writing files in "Program Files," etc.
There are actions you can take to avoid VB6 applications having App Compat workarounds applied in Vista too. The VB6 development tools won't handle this for you by themselves. Other issues are somewhat cosmetic, like avoiding the use of MsgBox in favor of ShellMessageBox. There are also places where you'd want to use ShellExecute instead of CreateProcess in order to have Vista's Application Information Service invoked when initiating new processes.
There are even workarounds to allow VB6 programs to use the Aero Glass look for forms and dialogs.
Of course none of this is directly available, so there is some learning and extra effort required to produce "proper" Vista programs in VB6. The good news is that many of the manual enhancements you can make will make your programs "better" XP programs too, and over time people will develop sets of modules and classes that will make Vista programming in VB6 easier.
Only a few Vista issues will interfere with the average VB6 program working as is under Application Compatability though.