As mentioned by Arpan there are no plans to support ASP.NET Web Parts with MCMS with SP2.
Anyway, today I took some minutes to play around with the web parts using my ASP.NET 2.0 site (see here for details on how to setup such a site) and at least for a read-only website I did not find any issues when MCMS placeholder controls are hosted inside a web part zone.
It's really a very nice user experience if a user is able to arrange the MCMS placeholder controls - which are actually fed with content from the MCMS repository - using drag and drop between predefined web part zones. Very cool!
I'm not sure if the limitation that web parts will not be supported is caused by an incompatiblity in web author or just due to the fact that web parts will not be included in the test suite for MCMS 2002 SP2.
We will see more as soon as SP2 is released. If there are any issues then I assume only in authoring mode. And here a workaround might be either to ensure in the template code that the web part manager display mode is configured as BrowseDisplayMode. This will ensure that the web part content cannot be dragged and dropped as this might cause troubles in authoring mode due to the additional postbacks. We will see as soon as SP2 is available.