Okay, I know very well by now that SFDC does not want and often does not allow us simply insert and/or update Setup and/or "Non-setup" sObjects in the same context anymore, something I used to do with impunity when I first started developing Apex.
I've also noticed that it is increasingly neurotic in finding and diagnosing these exceptions, especially when tests are run from the web-ui (instead of Eclipse or the Ant migration tool).
I'm curious whether this is "just" a security concern (i.e. someone might abuse mixed DML to create a backdoor) or whether there are other considerations that would/should make such mixing undesirable?