If you only use SFML for window and input, it will work well (this is what I have done after a lot of trial and error mixing SFML with OpenGL).
Some examples: The sf::Texture class does not expose a bind method, nor a method to get the GLuint of the associated internal texture. sf::Shader does not take all of the parameters (matrices included), which makes highend shaders impossible (if you don't edit SFML internally, but then you'd have problems distributing your project on Linux without distributing your edited SFML as well).
I basically only use SFML for Window, input, underlying eventhandling and audio. Network as well currently although I plan on writing my own as I've came across a few problems with it. Also some basic stuff like drawing text is SFML-powered. The rest is my own written classes for Textures, Vertex/Fragmentshaders, FBO/VBO's, etc
As long as you remember to push and pop sfml's glstates between calls you should be OK