1. My feet would hurt from standing up all the time, which interfered with my concentration.
2. The desk was a continuous source of questions from coworkers. People would ask me how I built it, how much it cost, what benefits I've observed, and a ton of other stuff. I answered so many questions that I could go and sell stand-up desks for a living if I wanted.
3. It cost me 50 bucks in parts (from Home Depot) and 2.5 hours to build. I didn't have any previous carpentry experience, so I just nailed six wooden legs to a 1.5 x 4 feet board - it was basically a coffee table that I put on top of my existing table at work. While I saved a bunch of money, the end product wasn't sturdy enough to reliably support a laptop, a phone and an LCD monitor (plus my forearms) for extended periods of time. Occasionally it would start wobbling and I would need to hammer in the nails a little bit.
In the end I gave up because I decided that the potential health benefits were not worth the discomfort and the regular interruptions.