Except and unless

The conjunction except does not mean the same as the conjunction unless.

They will not come unless you invite them. (NOT They will not come except …)
He dislikes the game except when he wins. (NOT He dislikes the game unless when he wins.)

Without and unless

Without cannot be used as an equivalent to unless.

Unless you apologize, I will punish you. (NOT Without you apologize…)

Directly and as soon as

Directly should not be used as a conjunction where as soon as would be better.

As soon as the meeting began, some protesters started shouting slogans. (NOT Directly the meeting began…)

According to Fowler, ‘The conjunctional use of directly is quite defensible, but is chiefly colloquial’.

Scarcely

Scarcely should be followed by when, and not by than.

Scarcely had he gone to bed, when somebody knocked at the door.
Scarcely had the meeting begun, when some protesters started shouting slogans.

No sooner
No sooner is followed by than, and not by but. Note that sooner is a comparative form, and comparatives are always followed by than.

No sooner had he returned than he was off again.
No sooner had I spoken than he left.

Correlative conjunctions

Correlative conjunctions such as either…or, neither…nor, both…and, and not only…but also should be followed by the same part of speech. That means the word or phrase following neither/either should be of the same part of speech as the word following nor/or. Similarly the word following both should be of the same part of speech as the word following and.

He lost not only his money, but also his luggage. (noun – noun)
Neither a borrower, nor a lender be. (noun – noun)
She is both clever and beautiful. (adjective – adjective)
Neither does he write nor does he come. (verb – verb)

Neither is followed by nor, not by or.

Neither the minister nor his colleagues have offered any explanation.

Either is followed by or, not by nor.

Either Peter or John will be selected.

Though

When two clauses are connected by though, there is no need to use a second conjunction – but, yet or still.

Though he is fat, he runs fast. (NOT Though he is fat, yet he runs fast.)
Though she is poor, she is happy. (NOT Though she is poor, still she is happy.)

Because
Because is a subordinating conjunction. It must not be separated from its main clause by a full stop.

He did not come because he was ill. (NOT He did not come. Because he was ill.)