CHtml::ajaxLink(), CHtml::ajaxSubmitButton() and similar methods are great, but if they are located inside a portion of the page that is already loaded via ajax something bad will happen, something you may even not notice if you are not using tools like firebugs: the sent ajax requests will multiply themselves.
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())
A simple and effective way to keep track what your users are doing within your application is to log their activities related to database modifications. You can log whenever a record was inserted, changed or deleted, and also when and by which user this was done. For a CActiveRecord Model you could use a behavior for this purpose. This way you will be able to add log functionality to ActiveRecords very easily.