I've been using the two together recently and its been great. Like you I don't think I could ever go back to not using typescript for anything but the smallest projects.
However, often times I've found some common react patterns to be difficult to express in typescript. Namely default props and high order components. The type signatures I'v ended up with for my HoCs aren't as simple as I'd like, but I guess there is no way getting around that.
I've actually started to prefer render props over HoCs simply because the type signatures are simpler. Still no idea how to handle default props correctly.
https://github.com/Microsoft/TypeScript/wiki/What%27s-new-in...
The React typescript definitions are still on 2.8 [1], and I imagine that they plan to stick with 2.8 until maybe the next major react release? I have no idea where people discuss things like react types for DefinitelyTyped. Github issues seem like a mess due to the sheer number of different projects sitting in a single repo.
[1] https://github.com/DefinitelyTyped/DefinitelyTyped/blob/1d96...
[1] https://github.com/DefinitelyTyped/DefinitelyTyped/blob/1d96...
Little things like this can add up to subtle bugs and tech debt if you're not careful.