I compiled PBRT on VS2005 at home. There were alot of warnings about risky casts and deprecated C-lib stuff. OpenEXR paths needed to be absolute instead of relative.
One really annoying thing that took me a while to understand: I was trying to invoke pbrt from within cygwin and set PBRT_SEARCHPATH with a unix style path. Since pbrt uses win32 file open mechanisms it fails when given unix paths. So to get it work you have to do alot of escaping to get a win32 style path into a cygwin environment variable.
I rendered most images in miniture (200x200) with only 2 samples for area light sources. Most of the trouble spots I hit were because I kept getting the geometry backwards in my head when trying to specify various scene elements.
No special experiments, just played around alot with the basics of transformation matrices and ways to provide location and orientation info for shapes.