We’ve managed to get everything installed and set up. By we, I mean myself and the SharePoint Administrator at our company. The biggest issues that we saw was installing services in the correct order. We followed much of the direction provided in MSProjectExperts book Implementing and Administering Microsoft Project Server 2010 but that was after we had the SharePoint 2010 web farm up and operational.
The best advice that I can give is to do a lot of research and walk through all installation documentation verifying that the needed services at any point in the installation have been installed by the time they are called for.