In MATlab 6.x (not sure exactly which builds this problem occurs in) the random number generator will generate the same sequence the first time you execute the command.
In all versions, when operating on a network, do not edit the same file under two different paths, e.g. a mapped drive path and a UNC path (Y:\myfile.m and \\server\folder\myfile.m). You may experience strange behavior (e.g. breakpoints stop working) or other issues depending on which path MATLAB takes to execute the script vs which path it uses for the breakpoints. This same caveat most likely applies to Linux and Windows hard links under different names. Obvious, and bad practice, but hard to find if you have many files opened in the editor and happen to be accessing files using both modes.