The most recent issue of the german Photo e-mag "Foto Espresso" contains an article by Roger Cicala from LensRentals.com that I found very interesting: "Things you should know about your lenses, but may not." (I subscribed to their blog immediately - looks like a lot of interesting articles there!)
I want to broaden the notion that "Third-party lenses are different on different mounts" to a more general (and perhaps most obvious) "Third-party lenses are different." ;)
Compared to my Nikon lenses, the Sigma 12-24 for example (now replaced with the 16-35VR Nikkor) had much warmer colors - my default white balance of 5333/0 which I apply on import (because I'm using UniWB) works nicely for the photos taken with any of my Nikon lenses, but I had to reduce the color temperature to get the same colors for photos made with the Sigma. A hindrance in the workflow, and perhaps a reason why some people do not consider third-party lenses at all.*
My old "hiking lens", the Tamron 24-135 (now replaced by the new 24-120VR Nikkor) on the other hand, had an absolutely terrible light transmission: it required exposure times TWICE as long as any of my Nikon lenses. One could say that the Tamron 24-135 has a built in ND2 filter. :P
I've always been wondering why I reach these sky-high ISO's so quickly when using a polarizer, even in bright daylight, and the reason was of course not the polarizer, but the lens itself. I only found out about that when I made my 50mm comparison, and not many lens test websites include the transmission (T-stop) in their tests.
I sold the Sigma 12-24 not because of that, but because of the limited usability - I replaced it with Nikon's new 16-35 f/4 VR wide angle zoom which is much more versatile because it's "long" end at 35mm allows for almost somewhat "normal" photos. Also, it's not possible to use filters with the Sigma (just like the 14-24 Nikkor.) 16mm is still very very wide - it's really really tough to work with 12mm, there's always something in the frame that you'll only notice at home on the big screen, because the viewfinder is just too small to notice details in the composition. I love the extreme wide angle effect, but in the end, versatility won.