Each time, I've invested many hours trying to make it build; trying to make it find/fetch GHC; trying to make it find/recognise the GHC it's just downloaded; talking to others in IRC/GitHub issues/etc. for help; reading through the source code; trying to hack around brokenness (stack filling up temp dir, GHC misusing bash, etc.). Each time my patience has worn out and I've just used Cabal instead.
I know that stack must work on some people's machines, and that's great for them. I don't understand at all why it's regarded as some sort of simple, works-everywhere, "end of cabal hell" thing.
Haskell's infrastructure is probably its biggest pain-point; Cabal isn't great, but it's at least predictable enough and old enough to have stable, reliable workflows. Stack's approach seems to be solving problems by bundling them as yet another stack feature; that doesn't help when stack itself flat-out doesn't work :(