For example, what kind of memory issues might I run into when starting a new process from a servlet? Is the container going to have security hissy-fit calling Runtime.exec()? If I don't use Runtime.exec() and just call the main method of the command line program, will the container shut down if the app calls System.exit(), etc.
Probably starting a process from a servlet using Runtime.exec() won't upset the application server, but you must ofcourse take care that if there are 100 users using your application, they don't start up the process at the same time.
If you just call the main() method of the command line program and it does System.exit(), you're very likely to get problems. I've seen stupid third-party libraries which had a System.exit() in them somewhere, and using them from a web app just killed the whole application server...!