Mac OS X does not allow / in a filename. However OS 9 and before did. What OS X does is in the Finder show a /, but on the actual filesystem, it is set to :

My use of rsync may be different though. I use it either on my Mac pushing to an offsite ReadyNAS over SSH, or from ReadyNAS to ReadyNAS still over SSH. Never seen it create unremovable files.

As for the rest, someone else will have to answer. Filenames in any of my shares that allow both AFP and SMB are pretty much all normal english characters. No accented ones, no unicode ones. I think my time working in very mixed environments has me trained to use safe characters only.