Sandbox Solution Limitations: Workarounds.

1) Cannot use Visual Web Part     

      You can!
      Install the Visual Studio 2010 SharePoint Power Tools:        
     http://visualstudiogallery.msdn.microsoft.com/8e602a8c-6714-4549-9e95-f3700344b0d9/ 
     ant you will find a new "Visual Web Part (Sandboxed)" template.

2) Cannot deploy files on layouts folder
     You can use a Module to deploy files on your application, without using Document Library.

     You can read the files appending the Module URL to your site collection URL:
     http://[MyHostName]/[MySiteCollection]/MyFiles/js/jquery-1.4.4.min.js

 3) Cannot use Application Pages with code behind
      You can deploy an application page using a Module and add a Sandboxed Web Part to use code behind.
       SharePoint offers a specific class name <WebPartPages:SPUserCodeWebPart > to archives this goal. 
       At the following link you can find a good example:
       http://www.wictorwilen.se/Post/Custom-application-pages-in-the-SharePoint-2010-Sandbox.aspx