Axles are a weak link, they can bust if you launch the car too hard too many times. The oil pick up can starve the engine if you do sustained high speed right turns but a revised pan from an Escape can fix that issue pretty easily. Sometimes you might hear some 'moosing' on cold start up but I don't recall if it is just normal operation or not.
There are several other CSVT lurkers here. PM username Todras, he has extensive knowledge and I remember his ridiculous swaps (3.0L Hybrids and such) from my old days on Contour.org.
I had one back in high school and early college before it was wrecked and I miss it dearly. The sound of the Duratec V6 is absolutely intoxicating. It is the best V6 sound I've ever heard, right up there with Alfas and VR6 VWs.
Do it. It will be awesome. They are getting pretty rare now and the days of finding a clean unmolested one are numbered.