Content objects that contain too much templating and business logic. Something DTML and especially DTMLDocument s encourage.
Mixing the two leads to an incomprehensible, unmaintainable mess. It also makes it impossible to use standard tools with the content and structural markup. Don't be fooled by how fast and convenient it is to create it. Initial development costs are generally small compared to maintenance over the lifetime of a site.
Do yourself a favor. Use the CMF and store content in content objects. Use Page Templates to display the content and CMFTools and/or Python Scripts s for business logic. You'll be glad you did.