Something you should be wary of: (and I'm repeating something that I read and haven't proved myself): There is a performance hit if you use a CLR stored procedure compared to using a native t-SQL one. I believe that is because the CLR support is implemented as an extended stored procedure in Yukon so your sp has to be passed to this as a parameter.
I talk from a position of weakness on .Net but more knowledge of t-SQL, however I would advocate sticking with t-SQL for sp's etc. until this 'advance' has been proven. I can see many mainstream DBA's who know SQL backwards quaking with fear of opening up their domain to the graduate .Net wizkids...
More to the point though, Yukon is a 'next year' product still isn't it; so why are we worrying about it now?
Simon