An obvious practical problem with VSTO / COM Interop technology is the overhead that occurs when switching between a worksheet and managed code. (And if you are trying to talk to Excel without the help of VSTO, stop doing this and save yourself huge headaches). I thought VSTO did a pretty good job of providing a close equivalent of the Excel object model in a managed environment — of course, I didn't have to spend a lot of time trying to understand much more about .NET Interop.
For longer automation work, the overhead is not as important as for VBA automation - reduce the number of calls on the interface as much as possible to get maximum performance.
, ( , XLL, ), . ExcelDNA XLL - .