Suppose I want to make a matrix. Then I need to end each line with a double backslash, to signify a line break. But Markdown will translate a double back slash into a single backslash, thus confusing JSMath, as I learned while answering this question. On MO, the standard solution is to enclose our LaTeX in backticks, so that Markdown will treat it as code and leave it alone. This apparently doesn't work on math.SE.
I worked around this by typing quadruple backslashes, which Markdown makes into double backslashes, and JSMath then understands as line breaks. Is there a better solution?