I know you cannot always pass through all the devices, it realy depends on the hardware/chipset. If someone is looking to pass motherboard devices then they should do thier homework to ensure it's truely capable of doing completely what they want. Making assumptions could mean spending more money for an add-on card.
When I started into ESXi I had no idea that if I shares a SATA controller with one VM meant that I couldn't share it with a second VM. Example, I want to dedicate SATA ports 0 and 1 to a Windoze VM and dedicate SATA port 2 through 7 to FreeNAS VM. I can't do that if they are the same controller. I didn't know that at the time but I know better now.