Magento project I'm currently in charge for has had the catalog price rules not sticking issue for some time now. This issue has been first reported as catalog price rules being unapplied on their own without any obvious pattern. Since, due to nature of it's catalog, catalog price rules are very backbone of the store in question, situation where prices change on their own was certainly problematic. Even though this Magento project wasn't of this edition or version, it was using Mage_Catalogrule module that was shipped with Magento Community Edition 1.8.0.0. Later research revealed that this issue has been fixed in Magento CE 1.8.1.0 (and all Magento editions and version derived from it), but immediate upgrade wasn't viable alternative at the time because I didn't know what causes this issue and has it been fixed upstream. Allow me to share debug path I had to take to get to the bottom of this.