The single biggest problem when switching from one database is doing things the same way and assuming that it will work, and work as well.
I'd suggest reading as much of the users documentation for any database you're new too, postgresql especially.
For instance, I see folks using varchar all the time, when postgresql's prefered storage type for strings is text.
Indexing and the query planner in postgresql can trip you up as well. Prudent changes to the postgresql.conf file as well as the shared memory settings on your server will make the database run much faster on some queris (1 second versus a minute or more for the same query joining two indexed text tables.)
