One of the first mistakes I made was to try a Katmai install on Windows Server 2008 EE core - don't do this as it will not work (although it would be nice if it did). SQL Server Katmai is only supported on Windows Server 2008 full as the .NET framework is not included in the core build.
SQL Server installer UI has changed, aptly named, SQL Server Installation Centre.
Adding components to an existing CTP6 instance is only supported via the command prompt e.g. setup.exe /FEATURES=AS,RS; which is a pain if your initial installation fails.
This is a feature-rich CTP; filestream, resource governor, DMF, performance warehouse etc. are all there. Things like TABLIX and the gauge controls are also present in reporting services.
CTP6 supports SxS installation with Server 2005. I took the plunge and installed it on my Vista x64 laptop, and the installation worked first time (no problems) unlike the install on WS 2008 EE, which caused me a few problems.
Surface area configuration has disappeared. I'm sure there are plenty of other things I have missed but these are the areas which I remember.