Quote: "Which ones does not work on shader model 2.0 GPUs ?"
Depends on which SM2 GPU you are talking about. For example, PS2a is associated with nVidia GPUs and PS2b with ATI. The main reason for those pixel shader variations is that they allow slightly larger instruction counts than minimal SM2. I can only suggest you check out the specific GPUs you are interested in. I'm not aware of any GPUs that only support pure SM2 - but then I haven't looked for them.
Examples of shaders which are affected are:
Full-Screen
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ColorHighlight.dbs (has two techniques - one for PS2a and one for PS2b)
DepthOfField.dbs (uses PS2a - no idea why there isn't a technique for PS2b)
Object Shaders
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CartoonObject.dbs (uses PS2a)
Relief.fx (uses PS2a)
Some of those shaders could probably be rewritten using pure PS2 by using more passes.