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?_
_::: The idea is that multiple users using the same database can cleanly
separate their tables, views (stored procs, etc) by prefixing them with
their login, so jack's jack.importantTable is distinct from jill's jill.importantTable. There are 
administrative benefits ('Jack left and 
we don't like his work; can we kill everything he did?' Ans: 'Yes, let me just
drop his schema..', with aliases, jill.importantTable can be made available to everybody as 
'importantTable', permissions can be hung off schemas). The common notation (jill.importantTable) 
would map to databasename.tablename in the current sqlite arrangement.
*: 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;)
*:FLOOR and CEILING functions, e.g. "SELECT FLOOR(salary) FROM personnel;"