According to http://www.tricki.org/tricki/help/formatting, we have the following theoremlike environments:
* theorem * lemma * corollary * conjecture * proposition * claim * problem * question * definition
Could we have a few more also? e.g.

remark

remarks

exercise

sublemma
(I suppose "exercise" is largely synonymous with "problem", but one could imagine a need for both.)
Have I missed something or is there also no "proof" environment? That would be good too.
I've just tried having a list inside a proposition environment and it didn't work. It would be good to have a nice format for "the following are equivalent" type results.
I've added the four environments suggested (and am looking forward to seeing my first sublemma), and I've also added a proof environment. The formatting page has been updated and illustrates the syntax. It should also be possible to have lists inside environments should now.
By the way, I have opted to have theorems, lemmas, corollaries, conjectures and propositions displayed in italics and all the other environments displayed in a normal fontstyle. Furthermore, remark(s) and claims are not numbered. If someone feels strongly about such formatting issues then it would be nice to see a case presented (but in a separate forum post).