In my experience the biggest hurdle to Zigbee devices is figuring out how to get them into pairing mode or proximity when pairing. Most of my headaches have been with it being unclear how to get them into pairing mode (Phillips bulbs are finnicky to pair unless you have a Hue remote, which will reset devices near it by holding the On+Off buttons down near the device you want to reset), or with devices wanting to be paired in close physical proximity to the root coordinator. For the latter, some devices seem to only want to pair if you’re within a few meters of the Zigbee base, whereas others are perfectly happy to pair to whatever the nearest coordinator it can talk to. Xiaomi and Samsung devices seemed to be the main offenders for that one.
It’s a lot smoother nowadays though, as Zigbee has become a lot more standardized. It’s been a while since I had any new Zigbee devices give me trouble setting up.
Zwave is irritating to migrate, in theory the configuration is stored on the stick/radio but in reality it only stores some basic info and the pairing keys. You end up needing to re-interview everything for Home Assistant to know what it’s talking to. Last time I had to do it I ended up just resetting and repairing everything from scratch. I think the secure pairings in the newer Zwave revisions also has some quirks to migrate.