The foreign_key_checks, unique_checks, and sql_auto_is_null variables are all replicated.

sql_mode is also replicated except for the NO_DIR_IN_CREATE mode. However, when mysqlbinlog parses a SET @@sql_mode = value statement, the full value, including NO_DIR_IN_CREATE, is passed to the receiving server.

The storage_engine system variable is not replicated, which is a good thing for replication between different storage engines.

Starting from MySQL 5.0.3 (master and slave), replication works even if the master and slave have different global character set variables. Starting from MySQL 5.0.4 (master and slave), replication works even if the master and slave have different global time zone variables.

Session variables are not replicated properly when used in statements that update tables. For example, SET MAX_JOIN_SIZE=1000 followed by INSERT INTO mytable VALUES(@@MAX_JOIN_SIZE) will not insert the same data on the master and the slave. This does not apply to the common sequence of SET TIME_ZONE=... followed by INSERT INTO mytable VALUES(CONVERT_TZ(...,...,@@time_zone)), which replicates correctly as of MySQL 5.0.4.

Update statements that refer to user-defined variables (that is, variables of the form @var_name) are replicated correctly in MySQL 5.0. However, this is not true for versions prior to 4.1. Note that user variable names are case insensitive starting in MySQL 5.0. You should take this into account when setting up replication between MySQL 5.0 and older versions.