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.

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)).

Replication of session variables is not a problem when row-based replication is being used. See Section 15.1.2, “Replication Formats”.