Ten things you should know about Web.config inheritance and overrides that will simplify some configuration challenges and help with debugging. Bet there are some you didn't know about!
If you are writing open source software like a CMS or Blog please please please use this vigilantly - otherwise people trying to host apps in sub virtual directories will inherit all of your settings.
If they don't then you have to use:
Clearing parent settings when adding to a collection
I still hate web.config files, as they're big bloated pieces of semi-comprehensible XML, but oh well!