nesting maths/pictures – goes weird.
minipages – can be used but are finicky.
very unusual latex (TeX4ht’s default customisations are a lot better for more common packages...)
htlatex require more braces around _and t̂han pdflatex insists upon.
indexes currently don’t produce any output in html, and if you add an index to an existing document you’ll probably have to edit the build script before it will produce one.