My experience with using Bun in side projects has been good. The built-in APIs work well in my experience, and I hope popular runtimes adopt at least a subset of them. The hashing and the SQLite bindings come to mind as APIs that I wish were available in Deno and Node.js as well.
They collect some telemetry by default. I don't think the install script tells you that. The only mention of it that I've found is in the Bunfile documentation: https://bun.sh/docs/runtime/bunfig#telemetry
I'd prefer if it was opt-in, and that users were given instructions for disabling it if they want to during installation.
They offer an option to create a dependency-free executable for your project, which bundles the runtime with your .js entrypoint. That works great if you want a single binary to distribute to users, but at the moment, the file size is still pretty big (above 90MB on GNU/Linux for a small project). Not terrible, but nothing comparable to Go or QuickJS yet. I wonder if in the future, Bun would offer an option to compile itself with certain features disabled, so we'd get a smaller binary.
I have been playing with using Bun as a Haxe target. It works pretty well and IMO it's a choice to consider if you like Haxe more than TypeScript, or if you want to add a web server to an existing Haxe project without adding another programming language. You can also to do things like generating validation code at compile time, which seems hard to do with just TypeScript.