As part of my project to build a Bible program for Windows Phone 7, I tried out a few of the different things that folks working on the application platform created for folks:
Delay's "in your face" rotation animation is pretty cool, but while it always works well in the emulator, when I tried it on a device I ran into some issues with it with my somewhat complex page layout. On the device, I don't really see the animation, just the results.
I took a look at it and noticed that the animated "in your face" version basically animates a Boolean "progress" property, which then turns around and does a re-layout for each call. That's kinda hurts with my complex layout, so I suggested that a yet another approach might be to do much like what he does in the fade version - have it take a bitmap and animate the fade - but instead of (just) fading, have it take two bitmaps: one that is of one dimension, then the other of the other dimension, and then rotate and fade them both.
In fact, that seems to be what the messaging app on the phone does when it rotates. (No, I didn't look at the code, but that 300fps video I shot of it doesn't lie)
Moral of the story: Test your application on a real device -- you'll probably be surprised about the difference in peformance.