0402: Works well enough for hobbyist use on chinese HASL boards. You may encounter tombstoning issues.
.5mm BGAs: Eeh. Your biggest issue will be fanout - you cannot, cannot do via-in-pad on a 0.5mm pitch BGA without plugged vias, and AFAIK no cheap chinese board fabs do it. Not that I suggest unplugged via-in-pad for BGAs at all, but a 1mm BGA has more margin. You will also really want ENIG if you don't have fanout issues. For prototype work, HASL will probably work - but be prepared to do some rework.
DFN is fine. 0.4mm DFN is probably going to be a bitch; otherwise, I have good experience with 0.5mm DFN and QFN on cheap HASL boards.
Solder mask sliver: You will generally find that the chinese fabs will leave no slivers between fine pitch pads; all pads will be NSMD. This does result in more bridging, but careful pad and stencil design will help a lot.