Something that wasted a lot of my time this and last week was discovering that, from what I can tell, the CloudWatch Metrics API will almost never give you an actual error message. Request something with the wrong credentials? "Sure, here's a 200 response with zero datapoints". Request a metric that doesn't exist? "Sure, here's a 200 response with zero datapoints". Request a metric from the wrong region? "Sure, here's a 200 response with zero datapoints"...

It makes narrowing down a problem extremely un-fun.