Possible Pitfalls of Setting Up Kerberos to Permit Cross-SQL Database Access Via AD Trusted Connection
I did this as well to make linked server permissions sooo much easier to manage. You get to choose "Be made using the login's current security context" when setting up linked server security. 

I rarely but occasionally see some inconsistent behavior with the registering / deregistering of SPN's (Kerberos authentication will fail if the SPN becomes deregistered). It very well could be something with our setup, I occasionally experience other network vagueries as well. I mention it because it's always the first thing I check when I get the dreaded "Login failed for NT AUTHORITY\ANONYMOUS LOGON". That is the error you'll get if you've configured security as mentioned above, but Kerberos fails and authentication drops down to NTLM.