One of the most useful features in Drupal is its cron hook. It allows modules to execute stuff at regular intervals when cron.php is run.
This is used for many things, such as indexing new content that was added to the site, cleaning up old watchdog entries and many other things.
In many cases, though cron hooks implemented by modules can cause added burden to a site. This is specially true if you run cron too frequently or too infrequently.
An example for a client came up recently. They are using xmlsitemap, like many sites do.