On the most part, WooCommerce templates will integrate nicely with most WordPress themes. Where you may run into problems is when the default WooCommerce content wrappers do not match your chosen theme’s. This will manifest itself by breaking your layout on WooCommerce pages and shifting your sidebars into incorrect positions.
This problem can potentially affect the shop page, the single product page and the taxonomy pages (categories and tags) because WooCommerce uses templates of its own to display these pages (and its impossible for WooCommerce to know exactly what markup your theme uses). Other pages (checkout, cart, account) are not affected because they use your theme’s page.php template.