Anything that needs to run when the phone boots up would be a bad thing to put on the card. Even if you are planning to have the card in there all the time, it's still not a good idea.
Anything you plan to put in your Start menu should not be on your card either. It tends to slow down access time from when you open your menu or so I've noticed.
Also, internal memory is faster than external, so if you have something that needs to boot quickly, then it should go on the phone memory.
Other than that, you can pretty much anything else on the card without too much of an issue.
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