Stateless packet filters. (cf. iptables connection tracking), cf. state vs. stateless discussion.
Use of ICMP, when to block ICMP; tunneling through lax packet filters with ICMP (trinoo, ICMPchat).
spoofed source addresses, xref binding non-local addresses
confounded application layer protocols like FTP, H323
DoS on connection tracking packet filters
DoS on rate limiters ?