When I was there a few years back, the only real problem was that you could not enter Kosovo from, say, Macedonia and then exit into Serbia: the Serbs would claim you entered Serbia (i.e., Kosovo) illegally because you didn't get a Serbian stamp at the time....which you couldn't do, because no one but Serbia believed Kosovo still a part of Serbia.
The solution was to enter Kosovo via Serbia, then exit wherever you pleased. Or you could enter Kosovo as you pleased, but exit to anyplace but Serbia. There were some bumps in the road, of course--the Serbians gave me a hard time for even heading in that direction, the UN troops guarding the border had no entry stamps (which caused initial difficulties when I exited elsewhere), etc. But people were friendly enough, the roads fairly good, the mountain scenery spectacular, and in other respects the country was entirely worth a visit.
Oh, and I didn't buy insurance--none was offered where I entered--and this caused some consternation upon my exit. Nothing serious.
Hope that's helpful.