Jay Flowers says that in setting up a CI system, many organizations want to 'recreate the wheel'. Tools like CI factory can take care of that initial setup so you don't have to do that on every project. Another pitfall is not running enough unit tests when they're needed (not following TDD). Flowers suggests at least 80% code coverage. CI is going in two directions, Flowers says. One is toward deployment automation and the other is toward developer/tester workspace setup.
Jay Flowers is an Agile Engineering Practices Manager who's been doing Continuous Integration for ten years now. With that experience, he created an open source project for getting CI up and running quickly called CI Factory. More information on CI factory can be found at cifactory.org.