Adam, welcome to the Apex club! No doubt you will love it.
Lots of good advice posted already. I've been running mine for around 3-4 years. No horror stories, but I have had a few issues users should be aware of. One issue was with the use of GMX as others have described above. I came home to find my skimmer turned off. I have a float switch in the collection container that will kill the skimmer when full. This is helpful if/when the skimmer goes nuts, but is supposed to send an email and text so I can get it back online asap. Apparantly GMX and Apex were not getting along at the time, and no alerts were being sent. I contacted Neptune, and they were great about it. They were already aware of the issue and had a special update ready to go. Easy fix, but would have been nice if there was some way to alert us about these things instead of just coming across them after having a problem. Wasn't a big problem for me, but could have been. It's working again, but I am looking for a more reliable solution for the future. Hopefully this new method of connecting through the cloud will be the answer.
The other problem I had I have actually told you about over the phone, but in short it had to do with using Verizon as an ISP. No fault of Neptune's at all, but Verizon setup was much more difficult and finicky for me, and led to connectivity being lost every few days for months. Controller kept doing what it should, I just couldn't access it over the web. Eventually, I ended up having a total loss of the tank while I was out of town and my controller was unable to alert me of an extended power outage (about 4 days). I guess that's a horror story, but in no way the Apex's fault. All had to do with Verizon locking me out of remotely accessing the home network.
I have never had issue with the controller not doing what I told it to do. You just have to have patience and ALWAYS test your programming thoroughly before relying on it. It will definitely to what it is told to do, but sometimes what you told it to do is not what you thought you did. Lots of examples for most every programming need out there in the forums.
The only other problem I hear of has to do with people relying too heavily on the controller and they stop paying attention to things themselves.