Even though Doctrine fully supports composite keys it is best not to use them if possible. Composite keys require additional work by Doctrine and thus have a higher probability of errors.
The event system of Doctrine is great and fast. Even though making heavy use of events, especially lifecycle events, can have a negative impact on the performance of your application. Thus you should use events judiciously.
Automatic cascades of the persist/remove/merge/etc. operations are very handy but should be used wisely. Do NOT simply add all cascades to all associations. Think about which cascades actually do make sense for you for a particular association, given the scenarios it is most likely used in.
Avoid using any non-ASCII characters in class, field, table or column names. Doctrine itself is not unicode-safe in many places and will not be until PHP itself is fully unicode-aware (PHP6).
Identifier quoting is a workaround for using reserved words that often causes problems in edge cases. Do not use identifier quoting and avoid using reserved words as table or column names.
Foreign keys have no meaning whatsoever in an object model. Foreign keys are how a relational database establishes relationships. Your object model establishes relationships through object references. Thus mapping foreign keys to object fields heavily leaks details of the relational model into the object model, something you really should not do.
While Doctrine will automatically wrap all DML operations in a transaction on flush(), it is considered best practice to explicitly set the transaction boundaries yourself.
Otherwise every single query is wrapped in a small transaction (Yes, SELECT queries, too) since you can not talk to your database outside of a transaction.
While such short transactions for read-only (SELECT) queries generally don't have any noticeable performance impact, it is still preferable to use fewer, well-defined transactions