Here's a few considerations:
Pathfinder has a lot of small, subtle edits to things like feats, spells, and items that make them function very differently from how they were in 3.5; some of these changes were good, others were, in my opinion, terrible, but in either case you/your group will need to decide what version of each thing you decide to use. The easiest thing to do is decide on a case-by-case basis, but that may or may not be workable or desirable for your group. Another solution I've seen is to use mostly one game (say, PF) and hold the material in that game's Core as being "higher", then adapt supplements as needed. Some things that might have version conflicts:
- Base classes
- Prestige classes
- Combat maneuvers
- "Detail" rules like creature types, damage reduction, and et cetera. You'll find most of these in the combat section.
The Skills Changed
This is technically a sub-set of the above, but it really deserves its own mention because it reaches further. The entire way skills work in PF changed, including some skills becoming parts of others, the class skill/cross-class skill system changing, and even some subtle changes to how skill ranks work. This can affect feat and prestige class pre-requisites, but also how characters meet skill DCs in modules and adventures. Keep it in mind! A side note: Concentration didn't get rolled into another skill, it vanished entirely to become part of the combat system, so you'll need to find something to replace it for Tome of Battle content and/or spellcaster prestige class pre-reqs.
Pathfinder introduced a ton of Archetypes, which are expansions on 3.5's idea of Alternate Class Features. 3.5 content wasn't necessarily designed with these archetypes in mind - likewise, Pathfinder content wasn't necessarily designed with ACFs in mind. Archetypes and ACFs are both great resources to bring a character concept to life (or snatch at fleeting trails of power), but you should decide if you can combine the two ideas or not.
Pathfinder's Feats are Weaker
Almost without exception, non-magical feats in Pathfinder are weaker (often significantly weaker) than 3.5's, to the point where the extra feats Pathfinder hands out still end up with melee being weaker than ever before (more on that in a minute). Does that mean you should enable 3.5 feats gained at the Pathfinder rate? Eh, maybe. If you notice that spellcasters are dominating your game and making it difficult for other party members to contribute, I'd certainly give that a try. Magical feats are just as strong as ever (more on that later), so you may want to extend that benefit just to melee classes.
Pathfinder Content is Biased
More specifically, they're biased towards spellcasters and well away from melee. 3.5 content is also recognizably biased in this fashion, but I do not exaggerate when I state that in Pathfinder's case, Paizo found a way to make the problem even worse. In almost all cases where there's content conflict for melee between 3.5 and Pathfinder, the Pathfinder content is weaker, costs more resources, or both (a wonderful case-in-point is Improved Trip). Likewise, Pathfinder's spellcasters are natively stronger than 3.5s; in addition to their spells (which remain the most powerful, versatile, and changeable resource in the game) they were granted Real Actual Class Features (like the Sorcerer bloodlines), access to in-house metamagic reducers, and suffered no nerfs to their metamagic and other related feats, like Extra Spells Known. On the whole, spellcasters have less "trap" options and more powerful ones than anyone else. Though this is a general balance concern that all groups eventually address, I bring it up to make perfectly clear that Pathfinder excaberated this problem instead of solving it.
And a side note:
Don't Fix it if it Ain't Broke
If your group hasn't experienced one of the problems I have above, don't worry about it. If you're good at eyeballing quick rules references, you don't have to re-write the rulebook. The idea here is to have fun, and I doubt sitting down and writing a comprehensive conversion guide for your group is fun. My personal suggestion is to make a general statement ("PHB is standard, ask about PF content" or something similar) and then handle other issues on a case-by-case basis.
Don't Go to the Paizo Forums for Help
The culture there tends to be very hostile to conversion attempts; that is, the posters and design team (who remain active on their forums) are very invested in Pathfinder and don't appreciate posters asking how they can "dilute" Pathfinder with legacy content.