I am using Drupal's collapsible fieldsets for several projects and ran into two issues.
The first issue was that the state of a collapsible fieldset was not being saved,
so I wrote and contributed a fieldset helper module that
saves the state of Drupal's collapsible fieldsets.
The second issue, which is a problem for all fieldsets and not just Drupal, is it is very difficult to
style a fieldset's legend as a header block. Typically, the legend is layered over a fieldset's border.