Color/Texturing (Cycles vs. Blender Render or Both)
As of version 2.70 Cycles still does not have full features with physics. Causing headaches for anyone wanting to do smoke or liquid effects. Also, many tutorials and older versions use Blender Render, or other render engines instead of Cycles for rendering. So how do you merge characters and scenes created in different render engines.
The answer is compositing. In short, rendering individually in what ever engine is required and then merging the images together.