One aspect of the HTML Filter that some people don't realize is that even if you allow a tag, HTML Filter will automatically strip out any potentially dangerous attributes, including the "style" tag (Jacob Redding explains it better than I can). For example, let's say you allow your users to include images in-line in their posts. You set the HTML Filter to allow the tag and think you're all set. The next day one of your content creators contacts you to complain that their new inline images are behaving they way they expect them to. Looking at the tag as your content creator entered it, everything seems fine.
<img src="/files/superduperawesomeimage.jpg" style="float:right;" alt="super duper" />
Then you view the rendered page and view the source for the image and you see this:
<img src="/files/superduperawesomeimage.jpg" alt="super duper" />
What happened to the style attribute?!
So - how do you get around it? Instruct your users that they can't use style attributes. In the example above, they can go all old-school and use "align=right" and it should work fine.
Another option is to use Full HTML with the HTML Purifier module. MUCH more to setup, but it will allow one to use inline styles in a safer manner.