* DX9 vertex declarations are forgiving in that they can be slightly incorrect and still work. DX11 input layouts on the other hand need to exactly match your vertex shader input structure. This means that if the same mesh is drawn using 2 shaders, you may need 2 input layouts.
* DX11 render states are immutable objects. E.g. You can't just set "depth test = less" at any time, instead you've got to create a complete depth-stencil-state object ahead of time. If porting a DX9 engine, you might need to create a bunch of large tables/maps of state objects in advance.
I don't know about D3DX math, but the HLSL compiler hasn't changed in that column_major is the default float4x4 layout in DX9 too.
Make sure all your effect files designate row_major - Matrices (float4x4) are row major by default in DX9, and column major (matrix) in DX10 and DX11.