1- Complete Installation:
You can add more Web Front End Servers, Application Services Servers, and DataBase servers to your
farm.
2- Stand-alone Installation:
This installs all the components of SharePoint on one server, and you don't have the possibility to join more
servers to the Farm.
One of the limitations of Stand-alone Scenario is:
"The User Profile Synchronization service is not designed to work on a stand-alone installation of SharePoint Server 2010."
Source:
http://support.microsoft.com/kb/983061