No real complaints except that it complicates updating Arch: kernel updates usually have to be delayed 24-48 hours while the ZFS packages get rebuilt, or in some cases patched upstream. syncoid/sanoid also poses a problem because it relies on a few Perl packages from the AUR that are a pain to rebuild.
I know the Arch devs loathe people doing partial updates, but occasionally delaying a kernel update for the sake of ZFS has yet to bite me in the ass. I would strongly advise against DKMS, though. Use a binary module or build the package yourself. The majority of problems I had with Arch+ZFS boiled down to misuse of zfs-dkms.