There's the problem of getting them into the database with EF Code-First migrations. Then there's the issue of how to call them through the repository pattern while keeping things unit testable.
And did you know there are three different ways to call stored procedures? Which you use depends on on whether they return an existing entity, return nothing, or return something else entirely. That last option is the trickiest.
Fortunately I just released Episode 23 of Code Hour, that lays it all out:
All the code is available in this tidy little sproc pull request.
And make sure you check out the official ASP.Net boilerplate documentation on stored procedures.