I haven't used any retina screens, but I use scaling in XFCE for my 27" 2560x1440 monitor and for a 14" 1920x1080 laptop screen, and it works without any issues on both of those.
What are the native issues with retina (in Gnome 3, for example)? Are there GUI elements that don't scale along?
Many GUI elements do not scale. For example apps like Chrome and Skype render very small, almost unusable. I'm guessing these apps are not going through X to render. Others like Firefox render ok, but the icons are a bit on the small side. Even Gnome 3 itself doesn't do a great job, when you are in the Workspaces view the taskbar on the left is a bit small. The Settings/Sound menu in the top right doesn't correctly guess how much horizontal space it has and renders narrowly. Many Gnome apps, like the Settings app, renders a bit small.
I might try and install Mate and see if it is any better. I have no interest in using Unity or XFCE so I can't comment on those.
The title-bar size is configured in pixels, so that could be fixed easily by the user, but icons, both in the GIMP and in the native window don't resize well. It seems the DPI scaling is only applied to text, and only text-containing elements are scaled accordingly.
What are the native issues with retina (in Gnome 3, for example)? Are there GUI elements that don't scale along?