The materials from Apple say that the following features are not supported on the Lightning to 30 pin dock adapter and cable: Video and iPod out.
What exactly are these features?
The iPod out functionality is actually a very specific feature that was added only very recently. Only a few cars actually support it, so the vast vast majority of appliances should continue to work fine.
For the Video functionality, this will be coming soon - the connector is capable of it, but it most likely requires additional circuitry in the adapter to implement it.
There are 30 pin to VGA and 30 pin to HDMI adapters that provide video out similar to AirPlay but over the cables.
These adaptors are not to plug another of these video devices into the new iPhone. Instead buy a Lightning to video out adapter once they are available.
I would expect to have a shipping date and price on these once they are released for sale.