There is a list of features that SQLite does *not* support 
at http://www.sqlite.org/omitted.html.  If you find additional
features that SQLite does not support, you may want to list them
below.
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*: SQL92 Character sets, collations, coercibility.
*: Inserting blob using X'AABBCCDD' syntax.
*: Stored Procedures
*: Rollup and Cube
*: INSERT INTO with multiple rows (ie. INSERT INTO table VALUES (...), (...). etc)
*: CREATE DATABASE, DROP DATABASE
*: ALTER VIEW, ALTER TRIGGER
*: Schemas
*: TRUNCATE (MySQL, Postgresql and Oracle have it... but I dont know if this is a standard command)
*: ORDER BY myfield ASC NULLS LAST (Oracle)
*: CREATE TRIGGER [BEFORE | AFTER | INSTEAD OF] (Oracle)