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On May 7th, 2011 (in two days), my players will conclude the Last Breath  of the Dragon Queen, the final adventure of the Scales of War adventure path.  It's been a *long*  road, the longest running campaign that I've ever run, and the only  that's seen characters progress from level 1 to max level.  My friends  and I started with Rescue at Rivenroar 2 1/2 years ago, playing every  second week with occaisional breaks for holidays.  And while there have  been a few points along the way when I've looked at an encounter or plot  point and wondered what the writers were thinking, it's mostly been a  very enjoyable experience.  Part of what has made it attractive for me  to run it is that I don't always have the time that I used to have to  dedicate to planning/preparing and running a long term campaign.  On  weeks that I'm especially busy, I tend to run the adventures as straight  out of the box with minimal preparation which is usually enough for  everyone to have fun, and on weeks that I do have the time, I'll adjust  encounters, re-write skill challenges, flesh out NPC's or whatever I  feel the adventure or campaign needs.

For anyone starting out GMing these I recommend getting a idea of what's  coming up in the next adventures (the adventure syonpsis's work quite  well for this), and don't be afraid to mix your own stuff in, remove or  re-write whole sections.  The overall campaign arc does have a few  crucial under-pinnings in the adventures, but the episodic nature means  that there's enough wiggle room to be missing a bit here or there with  no harm to the overall campaign.

As far as specific advice:

• Kalad and Amyria make appearances throughout the story, it's worth investing a bit in developing them.
• Overwatch is the main adventure hub through the heroic tier and  then Sayre becomes the home base throughout paragon and epic, although  the party strays further and further as the story progresses.  Still  developing these locations early on is worthwhile; it's nice to have a  familiar place to call home in between or during adventures.
• I actually found Overwatch to be a more interesting place than  Sayre.  With a little fudging you could keep Overwatch as the main  location.  If I ran SoW again I'd probabably do that, making Overwatch the main hub for the Coalition.
• When players have the oppurtunity to work together with the same  characters over 30 levels they do get pretty good at it, which is fun  for everybody, but it can be a bit of work adjusting encounters to keep  the challenge level appropriate.
• Many of the skill challenges presented as-is are sort of  lack-luster.  A bit of work can make them much better.  The funnest  according to my players are the ones I've run where they didn't realize  that it was a skill challenge.  This is especially true of the "social"  skill challenges that play out better as dialogue plus an infrequent  skill check.
• Some of the flaws in early 4e monster design become apparent in the late  paragon and epic tiers. 
  
  • Applying the Monster Manual 3 damage boost (5 and 10) to  Paragon and Epic monsters is recommended, all of SoW is pre-MM3. 
  • You may also find that solo monsters  in later tiers are very  susceptible to certain powers and tactics. I'd  recommend adding  *something* to paragon and epic tier solo encounters to  prevent them  from being stun-novad in two turns like my party was wont  to do; many  of the most dramatic encounters are solo encounters and it's  a bit  anticlimactic to have the big-bad-evil be a trivial encounter.  "Oh,  he's alone. Yawn. Anvil of Doom! Hail of Steel!  Action Points! ...  dead".  Easy can be fine, trivial is very bad.  Without some support many of the BBE's aren't going to get to use any of thier coolest powers.
• And my last bit of advice is that if you're on the fence about this adventure path then you should go ahead and try it.  My friends and I have all really enjoyed the experience.  I don't think we started out thinking that we'd actually finish it, but here we are at the end.

Cheers.