Apparently not much, according to this list on Wikipedia, which is part of a larger list of infamous SNL moments. Now, this being Wikipedia, it's hard to say if all the incidents listed are true; in fact, Wikipedia themselves have flagged the entry for not adequately citing sources. But, from what I've read about the history of the show, most of these incidents actually happened.

Anyway, the list carries the most infamous transgressions, like Sinead O'Connor's tearing of the Pope's picture, Martin Lawrence's raunchy monologue, and Elvis Costello playing "Radio Radio" when Lorne Michaels specifically told him not to. But, sometimes, all you have to do is go off script, as Adrien Brody and Charles Grodin found out, to garner a lifetime ban. Or just come unprepared, as Louise Lasser found out. Interestingly enough, Andrew Dice Clay isn't on the list, even though he did a monologue that was probably even more raunchy than Lawrence's. I think the Wikipedia readers just missed that one.

[via digg and Zimbio.com]