There are far, far too many of both working and non-working peripherals to list.
Perhipherals with a serial port, PS/2 port, or parallel port will require an adaptor, or might not work at all.
Any monitor will work, so long as it supports a resolution that the Mac's video card also supports.
Mice and keyboards will work, but extra buttons (jump-to buttons, volume buttons, etc. on keyboards, or buttons beyond the usual two+wheel on a mouse) may require drivers, which may or may not be available depending on the manufacturer.
All PostScript printers will work. Inkjet and non-postscript printers will require a driver. Some will work without an official driver, but some features might be lost. Check the manufacturer's website, or
http://www.apple.com/macosx/upgrade/printers.html Epson recently decided that their cheapest printers would be Windows-only, but the more expensive models would support the Mac. Go figure.
TWAIN scanners will work, and almost every scanner has a Mac driver. Ditto with digital cameras.
Many cell phones and PDAs are supported through iSync. (
http://www.apple.com/isync/devices.html) Other devices might require a third-party driver such as PocketMac (
http://www.pocketmac.net/) or Missing Sync (
http://www.markspace.com/products.html)