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Demo Accounts Vs. Real Accounts
Brokers often gives you good, excellent service on demo account, small spread and fast execution. On a real account you get this only with big deposit.
I think one of the biggest challenges of moving from demo to live is the psychological barrier. Knowing that you're now trading with your own hard-earned money makes it difficult to stay emotionless while trading.
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I haven't noticed any difference on the technical side of things - haven't had any problems with slippage, order execution, etc. The psychological side is a lot more demanding though. I need to work more on developing a fleshed out system for myself as I'm finding that I'm second guessing myself a lot lately.