LiveJournal Has No Style
I don't know if this applies to everyone, or just people like me who are still using the old, default themes - but I can no longer use any CSS tags in comments. They still work in LJ posts; but if I'm commenting in someone else's journal (or even my own!) anything in a style="parameter:value" tag is filtered out. I don't know about you, but there are a lot of things that I do that use CSS tags. I like to indent paragraphs, for instance, and I do all sorts of effects involving borders, backgrounds, and the like. None of those can be done (at least not by me; let me know if you're different) in comments anymore.
This isn't just new comments; old comments that used style tags that used to work don't work anymore. All style tags in all comments are gone. (They still show up when you preview a comment, however. They're just gone once the comment is actually posted.) So if you're trying to do anything fancy, keep an eye out for your CSS to be stripped away.
UPDATE: If you recall this post about YouTube embed codes, that's also changed. The entire embed code is required for posting a video in a comment, but you can still use the reduced portion of the code for LJ posts. I recommend using the entire code everywhere, though, in case that changes in the future. (The only reason I was using partial YouTube codes before was to make sure I stayed under the maximum comment length allowed by LJ.) Keep in mind, then, that if you edit the YouTube URL to change the colors or parameters, you have to do it twice.