Few Limitations of Sandboxed Solutions in SharePoint 2010

1. Deployment at site collection level (No Web Application-scoped Features or Farm-scoped Features). So, If you have 100 site collections, then you have to deploy the same sandbox solution to 100 site collections.
2. No SPSecurity - Therefore no Elevated Privileges
3. You can't use SPSite object to get other site collections. (But you can use it to get current site as : SPSite site = SPContext.Current.Site)
4. Visual webparts are not supported (But you can use the "Visual Studio 200 SharePoint Power Tools" to get this functionality)
5. cannot call to the network resources. E.g. You cannot read/write to a database on the server (But you can use Silverlight)
6. Only "No code" workflows allowed. No Visual studio workflows (But the workflows without classes which are imported and edited in Visual studio will work!)
7. No support for System.IO, Therefore you Cannot read/write to the file system.
8. HideCustomAction, CustomActionGroup are not allowed. But you can use <CustomAction>
9. Remember, Resource Usage Quotas/Limits applied on Sandboxed solutions http://msdn.microsoft.com/en-us/library/gg615462.aspx
10. No Feature stapling supported.
11. Can't write to registry (But you can read)
12. Limited Server Object Model MSDN: http://msdn.microsoft.com/en-us/library/gg615454.aspx
13. Can't set cookies in the sandbox. Use JQuery plugin instead http://plugins.jquery.com/project/cookie
14. No call to external WCF/web services such as HTTP calls (But we can use AJAX)
15. Content Type Binding is not supported
16. No support for custom Timer jobs
17. Can't use SharePoint mapped folders such as _layouts
18. Can't export a Sandboxed Web Part
19. Microsoft.SharePoint.WebControls and Microsoft.SharePoint.WebPartPages Namespace are not available.

20. Managed Metadata - No programmatic access to taxonomy object model.

21. No ADO.NET support!

22. No support for SPUtility.SendEmail, So you can't Send Mails using this class.

23. No caching support

24. No Custom HTTP Modules

25. No developer dashboard

26. No Site Definition

27. Can't use controls for delegation

28. No Business Connectivity Services support

29. No Localization support

30. No SPWebConfigModification usage

31. Most of the Microsoft.SharePoint.Administration are disabled

32. No Document converters

33. No User Control support.

34. NO Custom service applications
35. SharePoint web controls (such as SPTreeView) are not supported

36. ClientScriptManager is not available - No access to ScriptManager.

37. Can't access the event viewer for logging

38. No PropertyBags of SharePoint Object model are not accessible,( But you can use SPWeb.AllProperties or custom list to store settings)
39. No GAC Deployment - Your solutions will be stored in content database. Can't deploy assemblies to GAC and Cannot call assemblies deployed out of Global Assembly Cache

40. CustomPropertyToolPart not supported

41. Can't create application pages or site pages with code behind

42. No Server side redirects, such as Response.Redirect, Server.Transfer,  SPUtility.Redirect.

43. Can't access some of the enterprise services like UserProfile, Search

44. Can't access dlls from BIN and resources files(.resx)

45. Can't access code that is not marked to allow partially trusted callers

46. Can't access Cache object.

47. HttpRequest.Files collection will not contain anything

48. Only SPLimitedWebPartManager is available.

49. SharePoint Web controls (namespace SharePoint.WebControls) are not available,

50. Last but not least: site Template Binding is not supported.