Makeing and deploying AI's are fairly easy, however if you want them to do more or more interactive it gets harder. For basic installs, it's very easy though.
If you make an AI on a clean image, it's faster and safer, but I have made a couple on my work PC and they have been fine.
As far as no-no's, MS office is a big one. Don't do it or be ready to re-image the computer when your done to clean up the mess. Pretty much the programs that work closely with the OS should not be made into AI's. Also programs that need to be installed under the users name.
Examples of Ok programs:
Adobe reader
Oracle applications
Examples of Bad programs:
MS Office
Anti-virus