Yes tinkering.
Like flashing the cards rom to get the boot screen, all the ports to work properly and fix the problems with steam and DVD player.
having a card with 2+ gigs of vram causes open CL problems. trying a kext work around to get open CL to work properly
making sure you get the proper 2 - 6 pin cables needed for a mac pro to power most of the newer cards.
making sure your apps can recognize your new nvidia card so that CUDA works correctly with it.
making sure you have the most current nvidia drivers.
Things may work out of the box but most have to be dialed in to get them working just right.
I didn't say it was difficult, but for people who have never used a PC GPU its not always as straight forward as just plug and play.
For many professionals who can not afford to run into GPU problems, I would suggest sticking with an apple approved GPU like the Quadro 4000, if you already have the 5870 as an option.