Some AAM guidance from the front lines
The ISA Server team recently wrote a nice blog post explaining some of the issues you may face when deploying SharePoint in an extranet. Many of these issues can be avoided by spending some time up front on planning and testing. Close collaboration between your firewall/proxy administrators and your SharePoint administrators during this phase is often the key to a smooth deployment. Here are some helpful articles on TechNet to get you started:
Troy Starr, Windows SharePoint Services Test