First, let me say I think the ImageField Assist module is fantastic - best in class! And with things like Views support in the works, it only continues to improve. I have noticed a couple of anomalies, and I can't figure out where the problem lies (or in the second case, if it's really even a 'problem'). Two specific occurrences are:

Caption span tags not properly resized using Insert mode: HTML Code
Using TinyMCE via the WYSIWYG module, Insert mode: HTML Code works as expected, except the caption span tag width is resized to 2px narrower than the size of the original image, instead of the desired 2px less than the Imagecache preset selected in the ImageField Assist UI. I briefly compared imagefield_assist.module and img_assist.module, but haven't dug in enough to know what's causing the difference.
Caption doesn't display using Insert mode: Filter tag
Alternately, in the same scenario, selecting the Insert mode: Filter tag option in the ImageField Assist UI displays the image without the caption or css styling (margins, padding, border, background color, etc) in the TinyMCE UI (again, via WYSIWYG module). But when the node is saved (or previewed) all is well, and the image, caption span width, and css styling are all displayed as expected.

This actually makes sense, since the ImageField Assist UI offers the ability to "update an embedded image." Using Filter tag, leaving the caption out until saving the node allows the image and the caption to be neatly edited in the ImageField Assist UI, whereas using the HTML Code insertion option, while presenting the caption in the text editor, obviously does not offer the same "update" capability. Updating an image with captions in this scenario results in several nested captions, because the image update doesn't pull in the old caption, but it does push out the new one - nested (along with the updated image, of course) within the old caption span tag.

I'm using:
Drupal 6.19
ImageField Assist 6.x-1.x-dev (2010-Jul-11)
Wysiwyg 6.x-2.x-dev (2010-Sep-25)
TinyMCE 3.3.9.1 (2010-09-23)

Once again @lourenzo, nice work - ImageField Assist rocks!