I had a black screen problem when importing one of my older projects (with an earlier version of NGUI) to WP8, but upgrading to 2.5.1 resolves that. So I can confirm latest version works well...
I'm not having any luck, even with the latest NGUI 2.6.1e (and Unity 4.2.0b1). My current test steps:
1) Create new project
2) Import NGUI
3) Open up an example scene
4) Switch build target to Windows Store and add the example scene
5) Click Build and Run
6) Open up the .sln with Visual Studio 2012
7) In the Configuration Manager, change the change the Active Solution Platform to x86

Click the run button with Local Machine as my target
9) See app launch, but show nothing other than the "trial version" text at the bottom right from Unity and the grey development console box
Anything I'm doing wrong? ; (
~Keripo