When I do a farm backup either using Central Admin or Powershell, what are the stuffs that does not get included in the backup and that I have to manually back them up. A comprenshive list would be much appreciated and one that takes into account as many scenarios as possible.
The regular SharePoint backups will grab content, and configuration (when doing the farm backup).
This does not backup any changes made to the SharePoint files on the server(s) such as images, templates, etc. Any customizations or third party tools that were deployed; note all should be deployed via a WSP. Some manual web.config changes may not be saved back to the content database and may get out of sync.
If you were going to back those up, I would recommend:
Technet has a pretty good overview on Disaster Recover:
Also, here is a blog post I did on Keys to Disaster Recovery