Aside from drivers, couldn't think of any. Had problems getting dual-booting via USB HDD to work with my old Dell Inspiron laptop so my suggestion is to just partition the internal HDD. Hmm, recommended order of installation is XP then Vista. Not sure if there's a reason for it (maybe the bootloader?) and how that would affect you.
File Server/Media Encoder/PVR PC
Antec P182 / Corsair 550VX / Gigabyte GA-P35-DS3R / Core 2 Duo E7200 @ 2.53 / Wintec AMPX 2x2GB DDR2 800 / Sapphire 100233L Radeon HD 3450 / WD Caviar SE16 750GB x3 / WD Caviar GP 750GB / Sony NEC Optiarc AD-7190A x2 / XP Pro SP2
Antec 300 / Corsair 520HX / Abit AB9 Pro / Celeron 430 @ 1.80 / Kingston ValueRAM 2x1GB DDR2 667 / ATI Rage XL / Seagate 7200.11 1.5TB x9 / unRAID 4.3.3