One cool thing I found out: you CAN choose which direction they shoot. But it doesn't matter what angle you hit the teleporter at - it only matters WHERE you hit the tele. If you shoot a rocket slight right of the center of the tele, then the rocket will come out at a slight right angle from the exit; if you shoot into the far right side of the tele, it will exit at a pretty hard right from the other tele.
One bad thing I found: If you fire a rocket into a tele that exits near the one you fired into, it's possible for the rocket to go through the tele, come out, go back through, come out, etc. So you basically have a continuously firing rocket from that tele, almost turning it into a gun turret for a short time. The rocket will eventually explode on its own though, and it doesn't take really long.
This could be a good thing or a really bad thing - I think that totally depends on how the maps are made. In CTF, I could actually see it being useful. But on DM maps, I think it could be pretty ridiculous.
If you want to see what I'm talking about, load up DM17, where you can see the entrance and the exit at the same time, and play around with it.
