After my initial discomfort about the fact that I had to create a new System.Drawing.Point on each modification, I've wholly embraced the concept some years ago. In fact, I now create every field as readonly by default and only change it to be mutable if there's a compelling reason – which there is surprisingly rarely.
I don't care very much about cross-threading issues, though (I rarely use code where this is relevant). I just find it much, much better because of the semantic expressiveness. Immutability is the very epitome of an interface which is hard to use incorrectly.
