The only issue is that IMAP was never designed to deal with labels, so labels are mapped to folders. This can cause issues though. Deleting something from a 'folder' only removes that label from it. Then you have to go to 'all mail' to delete it.

You can work around this issue by using the Advanced IMAP Settings and hiding the 'all mail' folder in IMAP, then setting the 'delete mail once all visible labels are removed' setting. I had issues with using this and offlineimap to sync... Sometimes when I moved a mail from one 'folder' to another offlineimap would delete it from one folder and then create it in another, but Gmail's IMAP server would see that the mail had no labels on it (in the middle of the operation) and then move it to the trash instead. This issue shouldn't come up with a client like Outlook or Thunderbird though because of the way that they operate (I believe that there is a 'move' command in the IMAP protocol that they use).

I never had any problems. Just note that, when you read a mail on your IMAP account, it'll mark it as read on your webmail. Same for deleting/moving and whatever else you do.