Per OW37, they are weak to Iron (burns on touch, acts as a poison); they may only speak the truth (they can deceive as much as they want, as long as they don't lie); and their magic is not persistent (it tends to fade outside their immediate presence); as a rule (though not as a law), they aren't used to pain, and have a low tolerance for it; and they frequently have strong cravings for human food items (think mini faeries and pizza from the books), as they aren't readily available in the Nevernever. Also, individual fae may have additional weaknesses (winter ice being painful to members of the summer court, summer fire being dangerous to members of the winter court, a horror of damage to shoes for Cobbs, etcetera).
OW40 also mentions that Changelings start off without the standard Fae weaknesses, but tend to pick them up if/when they exercise their Fae powers.
Of course, all those are the monster entries, not the character entries...
