According to those I have spoken with that have run mechanical pumps to surge or header tanks, none have had any problems. Keep in-mind this is a return type system with a low-pressure return line from the surge tank to the fuel tank as well as a return line by the high-pressure side to the surge tank.
I can't help you with returnless systems, but I haven't heard of anyone building one DIY successfully so far. Vapor-lock and PWM drivers seem to be some current hurdles to DIYers.
i use a mechanical fuel pump with my setup.. the carby had 2 fuel lines (fuel in and fuel return) so i just took these lines off the carby and put them onto the surge tank.. effectivly the surge tank is like an oversized carby float bowl anyway so its not really and different.
I have also heard of people doing the same thing on returnless models of the same car (not all models had the fuel return line) with no troubles
Check the threads here: