In terms of courses that pop up on the GRE, I've taken calc I-III (of course), linear algebra, multiple analysis courses (real and complex), group theory, and tons of differential equations. I know metric space topology and general notions of open and closed sets, closure, compactness, and connectedness. I've gotten nearly all A's. In terms of major knowledge gaps, I don't know too much about rings and number theory, and I know next to nothing about probability and combinatorics.
I was getting around the 50th percentile, since I can't seem to see the tricks to some of the problems, and I would often get the problems wrong where you pick which of I, II, III are true or any combination of them. It's strange- I seem to get a lot of analysis problems wrong of that type, since I don't have time to prove statements or construct witty counterexamples. I scored much below this, though, although I think that I guessed on too many problems.
I suppose that I didn't expect the types of problems that were on there. Lots of really strange integrals that I couldn't see an obvious way to attack. I felt that the Cracking the GRE problems were much, much easier and required less tricks.