There are several programs that do not work.
The regular Nero does NOT work. You have to have the Enterprise edition. Even with that, you will not be able to use Nero Image drive. Virtual CD also does not work. There is currently only one program that can load cd images and such.
Also, there are almost no printer drivers except for HP.
FarCry with both 64 bit patches is completely unstable and will crash at any random time.
Avast, NOD32, and one of the Norton's work for X64. I use Avast, but people say NOD32 is the best for X64.
Some windows theme programs do not work at all and can actually do some very serious damage on x64(Longhorn Inspirat)
There are a whole mess of games that will not work this includes:
Any and ALL starforce games(Splinter Cell 3:Chaos Theory as the most popular one)
Age of Mythology and the Titans expansion will play, but not online.
Doom3 will install, but the expansion pack Resurrection of Evil will not.
Red Alert will not work.
Yuri's Revenge will work only if put into compatibility mode with Windows 98/me
If you can get past these compatibility issues as I have, you will find a much faster, and more stable version of Windows that you will enjoy much more than XP.