Not well. It's sort of like using X11 apps on OS X. Alone, they look great. When inside OS X, they look terrible. Gnome is like that on KDE.
The only KDE app that is worth using compared to GTK counterparts that comes to mind is probably Amarok [and I still prefer Rythmobx].
Am I missing something here?
For everything else, most people use the KDE version of whatever app they are looking for. I haven't used any applications other than emacs, urxvt, firefox, and amarok for years, so I can't really tell you what those are.
Edit: actually, I can tell you some things. There are themes that make Firefox look like a KDE app, and of course there is Konqueror (I tried 4.0 for a while, it was much nicer than FF2.) There is also a GIMP equivalent for KDE, but the name escapes me. My advice is to install a KDE 4.1 version of Kubuntu, and click stuff in the menus.
Well... gVim is pretty nicely integrated into Gnome, picks up theme/colors/icons, etc. I like it a lot.
Thank you for replying BTW: I will definitely install 4.1 myself. If FF and Gimp experience won't suffer, I may actually consider switching.
In my experience GTK apps look and work a lot better in the KDE environment then the other way around.