Many developers use SFML.Net with Mono, no major problem has been reported so far. The only difference with Windows is that you'll need a file that maps Windows DLL names to Unix names (csfml-graphics-2.dll -> libcsfml-graphics.so.2). This is because SFML.Net uses CSFML, and the DLL names are hard-coded in the source code. I don't remember how to fill this file and link it to the SFML.Net projects, but if you search here you should find enough information.