A couple times, trying to activate a gate (the cursor changes), it didn't open. Then, I look around and see a lever that I should use instead.
I mainly stick with fast travel when possible. However, since a lot of quests require you to get to the place yourself the first time, I've also done some overland running. No framerate problems for me at all. My 360 was purchased (from Sam's Club) the week GRAW came out (I bought it mainly for Oblivion, but GRAW was on sale)
One laggy issue I've been encountering lately, on the otherhand, is when I try to get my inventory up... or when I try to open a chest/sack/any container. That one dialog box takes around 3 seconds to load. Seems like a lifetime, since when I started the game, it took zero time to pop up.