One of common headaches that a new Silverlight Developer can face on a real application project is how to control the XAP size... for internet facing applications having 4 MB of XAP files can be something unacceptable in some locations.
I have written an article on Silverlight Show about how to optimize / control your XAP file size:
www.silverlightshow.net/items/My-XAP-file-is-5-Mb-size-is-that-bad.aspx