Online Multiplayer has been hands down the biggest problem I've had to deal with while working on Wyv and Keep (plug: htp://www.wyvandkeep.com). It's still buggy as hell, because I still have no idea what I'm doing, I'm spending plenty more time fixing it before we release on Steam, because the current implementation is Not Good Enough.

I'd estimate it's at least doubled the dev time, if not more, due to the amount of stress and extra work it's caused, having to refactor the codebase in order to support it (arguably resulting in much better code, but that's really irrelevant if the game works well), and added years to the dev time due to having to spend the odd weeknight and weekend trying to remember the complexities of it. And this is for a relatively simple game!

My single best piece of advice to rookie indie devs thinking of adding it, especially when they have no prior experience with, is this: Don't. It's not worth the trouble.