Answer: The following protocols are found by entering the java distribution "lib" directory (where the jar files are) and doing something like "jar tf rt.jar | grep protocol" on all the jar files: 
jar (natch)
file (sure)
verbatim (ah ha!!!)  Use: verbatim:http://gauss.ececs.uc.edu/index.html(*)
systemresource (huh?)
netdoc (why not?)
mailto (clever!)
http (figured this out already)
https (I was worried for a minute)
socks (red or white?)
rmi (right)
javascript (Hmmm....)
gopher (you have to be kidding!)
ftp (and no scp? - what is this?)
doc (??)

Some additional protocols found from web surfing: 

ldap
jndi
finger
telnet
jdbc
daytime
nfs
appletresource

(*) Unfortunately, I cannot find out what verbatim does exactly. From experiments, Netscape seems to filter it out. But that is about it.