There are two separate issues and they need to be discussed separately.
1. Site to Site VPN (connection between 2 or more servers) - not natively supported by SME 6.x - to do this you need additional software (openvpn, freeswan, etc). I do not use this type of connection so cannot comment on it or its problems.
2. Point to Point VPN (connection between a client and server) - is natively supported by SME 6.x - problems with these connections are almost always configuration issues, most often on the client side. I use PPTP extensively on a daily basis without any problems. I also have multiple customers that make extensive use of VPN, again no problems. This includes connections where both sides are using SME 6.x as Gateway/Server with clients being Win2K-pro and WinXP-pro. The biggest problems here seem to occur when the server is set to Server Only behind a router or firewall.