ASP.NET Authentication is very nice and could save a lot of time. Yes, although it covers many cases according Murphy laws you'll need that one that is not covered :). Fortunately there is a way to extend ASP.NET Authentication in order to include all you need. Or even build entirely custom autentication module that works fine with ASP.NET login controls.

But when you want to use single authentication for Windows form and Web applications and decide to use built in ASP.NET Authentication then you will have to write a lot code.

In VS 9.0 (codename Orcas) there is a easy way to use ASP.NET Authentication in Windows Forms application. See sceenshot below:
 




The screenshot is from Visual Studio codename Orcas beta 1
More will be covered soon.