A important feature of a workflow system is the usage of transactions over multiple workflow items. E.g. you change the due date of a task item and a calendar item in Sharepoint, and the first change to the task item works but the second to the calendar item fails. to deal with that you must use transactions - everybody knows them in SQL Server, but only a few found them in the Workflow Engine of Shaerpoint 2007.
Here is a good screencast: http://www.microsoft.com/uk/msdn/nuggets/nugget/49/Windows-Workflow-Foundation-Transactions.aspx
There is also a fine sample Application in the MSDN: http://msdn.microsoft.com/en-us/library/ms734726.aspx