I've installed SH3 and SH4 on one of my laptops running Vista Ultimate 64 bit and have had no problems. I installed it under a C:\Games folder to prevent any errors. I wish other programs were this easy to fix with Vista 64 bit....
Photoshop 5.0 won't even install (says invalid OS on the installer program). A simple copy and paste of the folder from a working 32 bit computer and some registry editing got it working though. Can't say that for most programs and Vista 64.
Microsoft's own Visual Studio 2007 won't even install under Vista 64. From Microsoft's website they said they will not support anything earlier than Visual Studio 2008 with Vista. Forced me into buying Visual Studio 2009...bad bad Microsoft...that's not how you treat developers!!