Weird. Other than the startup thing (which is not a big deal for me because I leave it running), I haven't had any problems upgrading. A few months ago I went to 2.1.5 and pretty much everything just worked.
Minor upgrades were fine. It was a major one (2.0 to 2.1) that wiped it out for me. This was on the embedded version of pfSense - the full version might behave differently.
Otherwise, the upgrade was one of the smoothest I've ever had for this sort of thing.
Otherwise, the upgrade was one of the smoothest I've ever had for this sort of thing.