I haven't touched my windows phone apps since I switched phone platforms (this would be circa WP7.5). When I was programming for it though you had to unlock the phone and then you could side load only a few apps with the subscription I had. Also, they would be periodically be removed from the phone and I would have to side load them again (I would get a message that said something to the effect that activation had expired). If I had things stored on the phone in local storage (and not in the cloud) they would get bombed. The funniest thing was having an app that I wrote that was on the store and not being able to use it without paying for it because I didn't have any more side loaded app slots available. I suppose I could have changed it to free, downloaded it, then re-applied the price (but that just seemed irritating).
When you know how easy it is to write/run/deploy apps for the desktop it's frustrating to have to jump through endless hoops on mobile platforms. I totally get the security argument but I find it limiting. Frankly, I love the desktop because it's so easy to make it do anything I can imagine.
That said and beefs aside, I did love writing the .Net apps for the phone. The actual development was very smooth (the Visual Studio/.Net team team does a great job IMO with their tools, and I'm also thankful there's no ribbon in VS). :)