Something that can get confusing for site users is when you have created 'sections' of your site comprising of blocks, Views, Panels etc - often cases in Drupal 5, the menu system won't follow a Panel, for example as belonging to a menu item (it instead wants to refer to nodes only - which means that even if you use something like the Menu Trails module, you may run into problems).

Well, something very exciting is under foot - the smart chaps over @ Development Seed are working on a new module simply called 'context' - it allows you group things together in a drupal site, irrespective of their nodal identities, and have the menu system recognise the relationship(s) - *plus* you can stipulate rules for contexts such as blocks appearing in a particular context, without, as I understand it, having to assign blocks to particular positions in the usual fashion.  Peep the screencast for more info.