I read somewhere that one should avoid implementing state machine workflows in SP2010 since there is no support for state machines in Workflow Foundation 4.0 and as such easy upgradability of state machine workflows might not be supported in future versions of SharePoint (which might be based on WF 4.x). Is that true?
According to the following MSDN article:
I haven't worked with them myself, but the article is pretty clear on this. Even hands-on lab is avaliable.
So the answer is: no, that is not true. State Machine workflows are already part of Windows Workflow Foundation 4.
P.S. At first, Microsoft didn't present the State Machine workflows in .Net 4, so the caveat was very reasonable for some time (I read the similar notice about State Machine workflows in Inside Microsoft SharePoint 2010 book), but eventually MS changed their decision, and State Machines are now back alive! :)