If you think about installing Mac OS X on a case-sensitive volume, don’t do it. Although OS X works fine on a case-sensitive volume, however third-party software not necessarily.
For example you cannot install software like Adobe Photoshop CS3 or Age of Empires III on a case-sensitive filesystem. (I know only about that two) Adobe and Microsoft don’t write anything about filesystem requirement in software requirements at the box or even documentation. Why?!