Are There Any Major Pitfalls One Should Be Aware Of When Setting Up Pixels Or Remarketing?

In episode 186 of the weekly Hump Day Hangouts by Semantic Mastery, one viewer asked about the major pitfalls one should be aware of when setting up pixels or remarketing.

The exact question was:

#2 Are there any MAJOR pitfalls I should beware of when setting up pixels / remarketing?
SPECIFICS:
-Any known conflicts with analytics, tracking and affiliate links; link shorteners like rebrandly?
-Does Feedburner tracking conflict with google tracking or the affiliate links themselves?
-What is SM best practice here for setpor better still what works?

Any and all feedback is welcomed and will be appreciated. Thanks

LASTLY: I am a writer looking too connect with anyone interested in a sweat equity partner for GMBPro or other content posting and process documentation. If interested please reach out. Thanks