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.
----

*: SQL92 Character sets, collations, coercibility.
*: Inserting blob using X'AABBCCDD' syntax.
*: Stored Procedures
*: Rollup and Cube - _Who can tell me what this means?_
_::: I don't know much about it myself, but a quick google on the subject gives me... http://www.winnetmag.com/SQLServer/Article/ArticleID/5104/5104.html and http://databases.about.com/library/weekly/aa070101a.htm
_::: both of these imply that the CUBE operator causes new rows to be generated to give a wildcard value to non-numeric columns and summing the numeric columns which match those wildcards. The potential for generating a huge amount of data with cube is implicit, I think - hence its name. ROLLUP appears to be related but removes some of the wildcards; I couldn't determine what from the limited information in the articles. I could not find, on brief examination any more definitive reference. Anyone got something more definitive than those articles ?  It seems to me that you can do with sum() everything you can do with CUBE.

*: INSERT INTO with multiple rows (ie. INSERT INTO table VALUES (...), (...). etc)
*: CREATE DATABASE, DROP DATABASE - _Does not seem meaningful for an
   embedded database engine like SQLite.  To create a new database, just
   do sqlite_open().  To drop a database, delete the file._
*: ALTER VIEW, ALTER TRIGGER, ALTER TABLE
*: Schemas - _Who can tell me what this means?_
*: TRUNCATE (MySQL, Postgresql and Oracle have it... but I dont know if this is a standard command) - _SQLite does this automatically when you do a DELETE
without a WHERE clause._
*: ORDER BY myfield ASC NULLS LAST (Oracle)
*: CREATE TRIGGER [BEFORE | AFTER | INSTEAD OF] (Oracle)
*: UPDATE with a FROM clause (not sure if this is standard, Sybase and Microsoft have it).
*: Multi-column IN clause (ie. SELECT * FROM tab WHERE (key1, key2) IN (SELECT...)
*: CURRENT-Functions like CURRENT_DATE, CURRENT_TIME are missing
*: INSERTing less values than columns does not fill the missing columns with the default values; if 
less values than columns in the table are supplied, all columns filled have to be named before the 
keyword values
*: rename table command (mysql has)
*: ESCAPE clause for LIKE
*: DISTINCT ON (expr,...) - this is from Postgres, where expr,... must be the leftmost expressions 
from the ORDER BY clause
*: MEDIAN and standard deviation... are they standard?  Useful for sqlite standalone (for shell script 
users)
*: enum column type (mysql does)
*: join syntax (+) (-) like oracle has  - _SQLite used to have this but it
was removed because it is not standard SQL._
*: name columns in views (i.e. CREATE VIEW (foo, bar) AS SELECT qux, quo FROM baz;)