A lot of people have written posts on integrating Yii and WordPress. This article combines goncin's approach with an article I read about integrating Symfony and WordPress and applies it all to Yii and WordPress.
I've seen many tickets regarding how to show friendly delete confirmation using CGridView's CButtonColumn in ajax request. If you are using relational database, after producing CRUD functionality when you try to delete a record in ajax mode which has child record it can't be deleted and you can see the ajax loader forever. By this way you can't show the users if a record has been successfully deleted or if there are some problem in flash style (setFlash() / getFlash())
Most applications will have one or two sidebars and often you want to control the content that should appear in the sidebar based on the action. For example you will want to show something different on the homepage as opposed to some view page. While achieving this you generally also want to avoid putting the layout into each view, as that would mean if you wanted to change the layout (e.g. put the sidebar on the left instead of the right or do some funky layout which requires an additional div tag to be added) you'd have to go through every view, which does not achieve good code re-use. It is also bad practice to have lots of if statements in column2 layout just so that you can generate the sidebar correctly.