Nope, Ubuntu 13.04 works perfectly out of the box on my Air. With older versions you have to install more stuff to make sure the fans kick in, etc.

edit: Actually, hotplug Thunderbolt is touchy in Linux 3.8 because Apple's thunderbolt implementation is back-ass-ward stupid, but that's not really a biggie, I don't use Thunderbolt for anything really (the display out is fine)