You'll want to be careful if you've moved your DB. I moved ours to another drive with more space, per one of the forum articles here. When I went to upgrade the SEPM, the upgrade bombed halfway through because it only looked in the default location for the DB. Of course it didn't find it and it didn't look elsewhere, so I was left with a completely broken SEPM. I was able to move the DB back to it's original location, reconfigure it and then re-run the upgrade without issues.
Also, I can't recall which MR broke the legacy reporting feature (for pre-SEP servers/clients), but this was fixed for us in MR5. SEP now properly aggregates legacy data nicely so we cand see pre-SEP data in the SEPM console.
Haven't had any other problems with RU5.