A tip: I was getting complaints from users that their attempts to embed Facebook photos were failing. At first I assumed their FB privacy settings were wrong, but discovered there's more to it - FB does oembed weird. Here's my new FAQ item on the problem, in case it's useful to anyone:
Unfortunately, Facebook works a bit differently from all the other 154 oembed providers -- you can't simply link to the URL of the photo page. To embed a Facebook image, first make sure the Privacy settings of the album the picture is in are set to "Everyone." Then go to the image page and look at the bottom of the page, where you'll see the text "Share this photo with anyone by sending them this public link" followed by a URL. Use that URL when linking to the image and it'll embed just fine.