Make sure you look at the [link|http://us2.php.net/manual/en/language.types.array.php|Array do's and don'ts] section. It covers single- double- and non-quoted array keys, as well as the effect of curly braces on variable expansion within double-quoted strings.
The valuable lesson to be learned from this section is that there are several constructs which may be logically equivalent to a parser, but they are not all equally human readable. I count readability as much more important than unexpected validity. That's why I generally don't put arrays into double quotes and let the parser expand them. It's too confusing to read.
echo 'I prefer to do '.$array['this'].'.';