I can't say exactly which tags are and aren't supported in polls, since I only found this out via trial and error, but what I discovered today was that:
* blockquote is not supported
* <i> (italics) is supported
* line breaks within poll text are not converted to <br>
It would be nice if someone could find out a complete list of tags that are/aren't supported in polls and add it to this FAQ. But if that's not possible, then, at the least, someone should add a bullet to the "A few things to remember" section saying that not all HTML tags will be parsed.
Also, there are some misspellings and grammatical issues in this FAQ that I would clean up if I were editing it (e.g., the word "seperate" (correct spelling is "separate")).
And finally, maybe this FAQ could mention that if you delete a post that included a poll, you're deleting the poll as well (or actually, apparently, you're just locking it so that no one can view it). That may seem obvious, but it's something I wondered about, so others might wonder as well.