In this recent post to his blog Terry Chay points out one way he (and Tagged) used to help prevent things like "unknown class" errors in their code - lazy loading.
It's not that Andrei is wrong in his admonition. Far from it! For reasons that I don't quite care to know, there are caching and lookup optimizations that APC cannot do when it has to switch context to run __autoload.
They did see a performance boost from the code rewrite it took to make this happen but, since not everyone can take the time to optimize their code like this, he also suggests another way (as written up by Brian Shire). It uses two settings for APC in your php.ini file and the latest versions of PHP 5.3 & APC along with this patch to make them work.