I just did the upgrade from CU2 to CU3 last night on six Windows 2012 servers and I didn't have issues on any of them except one, and it was related to Trend Micro restarting itself during the install after I had unloaded it hours before. After that the gui install would just crash a few checks in even after restarting the system so I was getting pretty worried. I played around with the windows SMS Agent Host service and Windows Installer service, and eventually got the gui to run again. The app event log tipped me off to those services. After that little hiccup, and after it took about an hour to install on some of my servers, I am pretty relieved to have it running in my mixed 2010 and 2013 environment without any issues today.
I took the following precautions to avoid any issues: I set the execution policy to unrestricted on each system, I ran setup 'as administrator' and I completely unloaded Trend Micro before running. I also noticed it would not start the install if I had an Exchange powershell window open, so I recommend logging off any other users who might have an instance running as well. I'm the only Exchange admin in my company so I didn't have to worry about that but I could see it possibly being an issue.
I did not experience the issue with the discoverysearchmailbox that Gerard mentioned, and my external URL for activesync was not altered.