one of the reason i don't use it much is that i can't use savestate or actionreplay. apart of that i have no issue about it.
minor ones are that games fill hd fast and trainers are cut off, but that are just matter of my personal taste and use of winuae.
whdload is a cool software still.
i have already discussed elsewhere about the fact that i have no particulary simpathy for it being not free, as for principle not for any other reason: i understand the big work behind it and i respect the fact that creators should decide in perfect freedom how to charge their works. so no problem, still i'll never register.