I discovered a small bug with CFMX today. It's certainly not a deal breaker and Macromedia is aware of the bug. (A birdy told me that they believe the bug has been fixed for Merrimack.)
When you have a UDF that writes to the output stream (using writeOutput() or <cfoutput>) and invoke the function directly from the <cfdump /> tag, the output is displayed twice. This had me pulling my hair out for about 30 minutes trying figure out why my output was being generated multiple times—I thought I had a bug in my code.
Anyway, to see the bug in action, run this code: