Some others may know of some warnings, but I haven't had any issues when I booked over Expedia. As long as you supply your SM # at booking, you can see your itin at delta.com, manage seat assignments, get SM credit with no problems, etc.

Only strange thing is that when my res came over from expedia, it concatenated my first name an middle initial together. I called Delta to ensure that I wouldn't have any problems due to the more stringent TSA passenger name rules, and the agent assured me that this was a known and widespread issue and wouldn't impact travel in anyway. And she was right.