I haven't yet converted my real web server from Apache/mod_fcgid to Apache/mod_fastgi with an externally spawned FastCGI process. It is doable and works fine, but it is a pain to configure it how I want it to work.
I'm not sure I can blame Apache or FastCGI. It actually makes sense how they are doing it. However, I tend to install PHP software packages like Drupal, Simple Machines Forum, Mambo/Joomla, Gallery2, WordPress and so forth. Generally these applications are built with Apache/mod_php in mind and take some tweaking to make work on other setups. But I don't want to tweak, especially if I have to do it periodically when upgrading.
I switched from lighttpd/ModFastCGI to Apache/mod_php/Squid because I was tired of fiddling with lighttpd rewrites to make pretty urls for Drupal and SMF which include ready-made Apache pretty rewrite rules.
Apache/mod_fcgid has worked pretty well so far, and with the AddHandler directive it behaves like mod_php: Any .php files under the document root will be parsed by the PHP interpreter. The downside is that any caching--like APC--is not shared across the PHP processes.
So I wanted to spawn my own PHP FastCGI process with several child processes sharing a cache like I did with lighttpd and then have Apache use it. That works, but the mod_fastcgi FastCgiExternalServer directive behaves much like a ScriptAlias directive: if you specify a folder, anything under that folder will be processed by the FastCGI server, so you can't easily mix static files with PHP script files. I tried hacking my way around this with various combinations of symlinks, aliases, handlers and rewrites, and I even got a couple of the combinations to work, but I would have to make changes to each Apache virtual host (or enforce a strict naming scheme for my vhosts), and if I missed something it would be too easy to accidentally serve up the source of a .php file.
Now if I were making an application from scratch it would be fine to put the PHP files in a script folder and the static files elsewhere, and I could alter premade software like that with rather simple aliases, but I would have to do it for every installed instance and then re-tweak every time I updated the software. No thanks.