Known problems of Phylogenetic Analysis
Order of the input data (sequences) -
The order of the input sequences effects the tree construction. You can "correct" this effect in some of the programs (like phylip), using the Jumble option. (J in phylip set to 10).
The number of possible trees is huge for large datasets. Often it is not possible to construct all trees, but can guarantee only "a good" tree not the "best tree".