I've been running Lion since its release, and I'm not being prompted for credentials when I delete files (and I just emptied the trash to check that, too) Not sure what rcuadro's seeing, but it's not standard behavior.
I've had no problems with parallels, or calibre (the other essential app

) We've installed Lion on 3 machines and had one conflict, which we've since resolved. Pretty happy, here, we even like natural scrolling.