We use roaming profile and haven't had any problems. We redirect the My Documents, Desktop, and Application Data folders. A DFSr replicated share is used for these, the profile, and the user's home drive. With redirection the profiles stay under 10MB.
Outlook pst files, documents, etc. are then all available to be backed up. Before we went with roaming profiles there was a lot of data that wasn't backed up.
Outlook pst files are the worst. The default location is hidden (to users) in the Application Data folder. To ensure they were on a share that was being backed up we had to either change the location on the initial install/setup of Outlook or change it later. User's either couldn't or wouldn't do this so it fell to IT. If a user created another archive it would end up in Application Data so IT had to constantly monitor PCs to ensure no one slipped through the cracks. With redirection we don't have to worry or monitor it.
One of the most desirable features of a properly set up roaming profiles system is that the moving of users or replacement of a PC requires minimal IT intervention. Typically all it consists of is: "Just log onto the PC and you'll see your desktop exactly as it is now." "Yes, use your same login name and password."