I have nothing but constant trouble with Finder's WebDAV access with iDisk -- every other hour I'm logging in and out of MobileMe, or waiting five minutes to simply copy a file. It's slow, unreliable, and almost unusable.
One solution? Access it using the open source Cyberduck program's WebDAV support. If you use QuickConnect from the toolbar, just enter https://idisk.mac.com/membername in the dialog box to connect. For use in a bookmark or from the Open Connection dialog, select WebDAV (HTTP/SSL) as the Protocol and enter /membername in the More Options section.
[robg adds: Many years back, we covered using Goliath for iDisk access. Goliath hasn't been updated since 2002, however. I've not had too much trouble with the iDisk in 10.5, but my use is pretty light (mainly for backups). Another alternative is Transmit, which includes iDisk access. If you have a favorite alternative iDisk access tool, feel free to comment on it.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20081203103957517