There are tons of characters from the symbol part of the standard that are annoyingly not included.
See the "Missing symmetric versions" section of https://web.archive.org/web/20210830121541/http://xahlee.info/comp/unicode_arrows.html for a bunch of arrow symbols that exist, but only in certain directions. Some are just silly. For example, there is ⥂, ⥃, and ⥄, but there isn't a right pointing version of the last one.
And you can see from http://en.wikipedia.org/wiki/Unicode_subscripts_and_superscripts that they picked apparently randomly which letters to support in super- and sub-script form. For example, they include the subscript vowels a, e, o, and even schwa (ə), but not i, which would be very useful, as it's a common subscript in mathematical typesetting. Take a look at the wikipedia article for more details (you'll need a unicode font installed, because at least at the time of this writing they regular ascii equivalents are not explicitly listed), but basically they picked about half of the latin alphabet seemingly at random for each of upper- and lower-case super- and sub-script characters.
Also, a lot of symbols that would be convenient for building shapes with unicode do not exist.