1) Old mentality of sharpening last
I've had a habit throughout the years, like many, of sharpening last. Its one of those "workflow" steps that lots of people are taught and I've followed it for years. So when I work in Lightroom and then go over to Photoshop I consider that my final step so it just seems logical to sharpen there. I do, however, pay less attention to WHEN I sharpen so this isn't as much a factor anymore. I sharpen when its convenient. Usually after retouching and all that stuff but again, that's not a steadfast rule for me anymore.
2) The Adjustment Brush is still a little quirky to me
First, let me say that I LOVE the Adjustment brush. I use it all the time and it works great for larger changes that don't require a lot of detailed work. However, I find it tedious to work with when I have to do constant resizing of the brush as well has opacity and size control. In Photoshop, my brush and my Wacom tablet just seem like a natural fit for doing more detailed work. So if I'm selective sharpening something Photoshop still feels right for the task.
3) I hate the whole only-view-your-sharpening-at-100% thing.
In Lightroom 2 you need to be zoomed into 100% to view your sharpening. Do you know how big these digital images are getting today? Sometimes 100% is way closer than I want to be. That said, Lightroom 3 Beta has changed this and now you can view your sharpening at other zoom levels. So we'll see if that changes anything for me as I start using it more.
4) The Adjustment Brush Sharpening isn't any good myth
I stayed away from sharpening with the Adjustment Brush for a while because I didn't think it was that good. Its only got one slider so I thought "How good can it be?". I want control right? Turns out, I've done some tests. Sharpening with the Adjustment Brush is pretty darn good compared to Photoshop. So that myth is busted and I can't use it as a reason anymore, but it did affect my use of the Brush for a while.
5) Old habits die hard
This one almost leads us right back to #1 above. I've been sharpening in Photoshop for many years. Its what I'm comfortable with. Sharpening in Lightroom with a brush has only been around for about a year.
So what's the end result of this story? I probably won't change anything just yet. I do find myself using the Adjustment Brush for sharpening more and more lately when I don't take a photo into Photoshop. But that's rare since I take just about everything into Photoshop for some minor retouching. I figure while I'm there I might as well do my sharpening since I like the tools and brushes better.
I'd be interested to hear your thoughts on the topic so feel free to chime in with a comment and let us know your favorite way (and place) to sharpen.