Not Really. May be my view is a bit skewed, since we haven't developed and deployed EJBs in Websphere. But, Servlets and JSPs and other components of a Web Application posed no problem when developed outside of VAJ and deployed in WebSphere. It wasn't really difficult either. May be using VAJ makes it a lot easier than the normal routine but I wouldn't prefer it for the simple reason that you would be out of touch with the intricacies of this routine.
It is advisable that u use VAJ enterprise edition if ur using IBM Websphere application server.The reason being that Testing environment for u'r whole application on the VAJ it self before deployment on the actual server can be of great help.