[eluser]Pascal Kriete[/eluser]
They won't automatically be tied to the CI super-object (so no $this->whatever), and the config files won't be autoloaded. I think that's the only two.
You can still put them in libraries (APPPATH.'libraries/myfolder/myclass'.EXT) or make your own folder parallel to the libraries folder (APPPATH.'my_libraries/myfolder/myclass'.EXT).