Yes the clr integration is certainly one of the coolest pieces and offers a lot of potential. I do worry a little about the high-end scalability aspects of including the entire managed stack, but this is complete speculation as i haven't measured it yet. I'm a bit of a dinosaur when it comes to databases, and have always had most success with internet-scale apps when using purely relational fetures ( for both oracle and sqlserver). That said a lot of people a lot smarter than me have been working on this, and they seem to have solved the big engineering problems extremely well...
there are a lot of interesting scenarios having the clr available in sql, and it does open up database programming nicely to a new audience - with all the associated pros and cons . We are certainly tracking closely if when and how to migrate to yukon, and which features to use haevily in my group...
If others are interested, the features i am really looking forward to having are:
WITH clauses and recursive subqueries
INDEX improvements, especially space improvements
with composite indexes
LOB and general blob, large image support
Timestamps accurate to 100ns!
XML indexes, and xpath support..
CLR support, UDTs - object serialization etc