I have recently been testing Server Core 2008 in my ESXi 5 environment. I successfully configured and installed one instance to be an AD controller. I wanted to see if another could perform a GUI install (interested in pursuing VMware View as a remote desktop solution) so I tried to install the View Connection Server, which I had already successfully trialled in a full instance of Server 2008.
Now, you can easily access and install GUI-based things in Server Core, by simply navigating to the installer location via the command line. I browsed to the exe file, and activated the installer. GUI popped up, and I went through the process happily - thus showing that you can indeed install tools with GUI-based installers on Server Core - but it was unable to complete, becasue it was trying to [EDIT: I wrote something wrong here. It seems to in fact have been a conflict with ADAM, the Microsoft Active Directory Application Mode, but I was unable to fully track down the error code]. It rolled back the whole installation. Since I won't be accessing the View Server locally (and indeed I can't, as Server Core has no iexplore.exe either, nor does it have Flash installed), it's not a problem if I don't have shortcuts locally.
I think I'm going to try creating those locations on C: that it's looking to place the shortcuts into, and run the installer again. [EDIT: perhaps Thinstalling into a standalone executable would solve the problem? That could then be run on Server Core as an automated task.] I'll let you know how this gets on, but hopefully I've stirred up a few thoughts on using Server Core in your own environments.