Having used Direct2D, DirectWrite and the Direct3D 11 previews, I would like to discuss some of the limitations I have run into.
Direct2D has the ability to render into Direct3D textures. However, D2D does not deal with resource views directly; it uses DXGI's facilities to access surfaces. The problem comes when trying to obtain the DXGI surface representation of a 2D texture that has more than one mip in its mipmap chain and/or more than one layer. Unless I am missing something, this is simply not possible. This means that it is not possible to use D2D to render directly into a Direct3D multilayer texture (or mipmapped texture).
Admittedly, I have not found myself needing to do this very often. Indeed, the most useful application of D2D/D3D interop to me has proved to be rendering to the backbuffer, which is neither mipmapped nor multilayered. In one scenario, however, I needed to render some numbers into a texture array. I had to create a temporary texture without any mipmap/layers, render to that using D2D, then perform an on-device copy to get it into my texture array.
This copy could be eliminated in two ways. One way involves adding a D3D dependency to D2D, which is not the best route. The second way involves a modification to DXGI to enable the casting of multilayer/mipmapped 2D textures to surfaces; it would be nice to be able to pass in a subresource number and get a surface representing a particular subresource of a 2D texture.
The second limitation I have run into is in the compute shader. I dislike how the number of threads per group is declared in the shader, and cannot be changed during runtime without a shader recompile. I really do not see the need for this limitation, as both OpenCL and CUDA allow the number of threads per group to be specified at runtime. That aside, I still prefer Microsoft's approach to computation on the GPU. I like that it is integrated into the Direct3D API and uses a language similar to the other shaders.
Aside from these minor limitations, my expectations are definitely surpassed with regard to Direct2D and DirectWrite. I think these APIs fill in a large gap in the Windows graphics API collection.