The one time I installed Rock my 3GS froze on reboot at the Apple screen and would do nothing until the battery completely died and I was able to force-restart it by connecting it. I don't know if that was a coincidence or not (it's also the only time my phone ever did that), but I uninstalled it immediately and never went back.
i've used both Cydia and Rock, and i've found Rock's interface and experience to be better for me personally. it also loads much faster on my 3G than cydia does, and that's my main reason for using it cuz i hate the loading of Cydia. i've never had any of the problems any of the other users had, but the experience will vary for everyone.
Always Cydia over Rock. Rock installs all these files ALL over your phone that it doesn't remove when you uninstall it. It may be different now since I haven't used it in a year or two but it was terrible. Also their extension layer, Rock extensions, seems to be pretty unstable. It also doesn't play nice with mobilesubstrate which is stupid since they should assume almost all Rock users will have Cydia installed and will be using some program that installs mobilesubstrate