-Layers with 0% scroll rates don't work (That's a massive one. You have to place all your HUD, Pause Menu, and the like manually with events. I've resorted to using a lot of loops and IDs)
-You need to use the GUI origin Ashley made well, or make your own, because positioning the HUD and stuff is different in windowed and fullscreen.
-If your game is time-based then, when zoomed in, everything will appear to move by fractions of a pixel. The only way to get around that is to give each moving object an invisible "base", then set the objects position to round(base.x),round(base.y) I said screw it, and hope nobody notices.
-Magicam won't work in fullscreen
-"Object is on-screen" doesn't work.
-Scrollx=0, Scrolly=0 is not the top left of the layout.
-Plasma object doesn't work.
-Fontsprite characters get distorted at different zoom levels
-Text objects are blurry and look horrible when zoomed in
-You can't set the fontsprite's position, so you'll have to attach it to an object. It still shakes sometimes.
That's all I can come up with off the top of my head. Have fun!