I am having with spacing between paragraphs in my document, and I think I have been able to trace back to a custom environment I have defined.
\makeatletter
\def\remarkname{Remark}
\newcounter{counter@myremarks}
\newenvironment{remark}{\par\vspace{0.2cm}\par\noindent\begingroup\small%
\addtocounter{counter@myremarks}{1}%
\textbf{\remarkname~\arabic{counter@myremarks}.}~~\ignorespacesandallpars}{%
\endgroup\par\vspace{0.2cm}\par\@afterindentfalse\@afterheading}
\newenvironment{remark*}{\par\vspace{0.2cm}\par\noindent\begingroup\small%
\textbf{\remarkname.}~~\ignorespacesandallpars}{%
\endgroup\par\vspace{0.2cm}\par\@afterindentfalse\@afterheading}
\makeatother
The \ignorespacesandallpars command is by Martin Scharrer and comes from a previous StackExchange question.
(I know that there are many other ways - packages, or the definitions in amsmath - to get this sort of environment, but I have not yet found something that I'm completely happy with, and it is easier at the moment to use a custom definition.)
After I use this definition, I think I notice spacing being a bit wacky, and requiring additional \smallskip or \medskip commands. I wonder what I am doing wrong.
Is my problem somewhere else, or am I doing something wrong here?
UPDATE: The following snippet illustrates one of the problems (the spacing before the second itemize list is not the same than the first):

\documentclass{article}
\makeatletter
\def\ignorespacesandallpars{%
\begingroup
\catcode13=10
\@ifnextchar\par
{\endgroup\expandafter\ignorespacesandallpars\@gobble}%
{\endgroup}%
}
\def\remarkname{Remark}
\newenvironment{remark*}{\par\vspace{0.2cm}\par\noindent\begingroup\small%
\textbf{\remarkname.}~~\ignorespacesandallpars}{%
\endgroup\par\vspace{0.2cm}\par\@afterindentfalse\@afterheading}
\makeatother
\begin{document}
Following is an item list
\begin{itemize}
\item One
\item ...
\end{itemize}
\begin{remark*}
Now a remark.
\end{remark*}
And another item list
\begin{itemize}
\item One
\item ...
\end{itemize}
\end{document}
\@afterindentfalse\@afterheading? – Gonzalo Medina Aug 21 '12 at 19:45