While accessing Vault Professional via WebDAV has a number of advantages cross-platform, no special client software needed, relatively immune to client upgrades it's not perfect.
Some limitations you should be aware of:
Vault's WebDAV does not support SSL. The WebDav URL can be configured to use http:// only.
There is no way to add checkin comments. The standard WebDAV protocol simply doesn't support it. Vault Professional will add a "Checked in via WebDAV" comment with each checkin, but this is not the same as descriptive comments.
Checkins via WebDAV are non-atomic, and one-at-a-time. The base WebDAV protocol does not support changesets. You can still select a number of files or folders to check in at once, but within Vault Professional's history, they'll appear as a series of individual commits.