Recently, I have been doing a lot of ASP.NET development inside of SharePoint. Once area that I have found to be quite tricky, although not SharePoint-specific, is dynamic ASP.NET controls. In particular, managing postbacks when you have dynamic ASP.NET controls.
Here is a link to the source code for a Visual Studio 2008 solution, which demonstrates the use of dynamic cascading ASP.NET drop down lists that happen to query SharePoint.
If you are not developing on a SharePoint box you can simply replace the SharePoint queries with some other data source such as a generic list.
Please provide comments if you have any feedback.
This work is licensed under a Creative Commons Attribution-Share Alike 3.0 Unported License.