There aren't many clients that will allow you to even attempt to send a transaction that is larger than 10 kilobytes, has outputs less than 0.01 BTC, or has low priority without including a fee.  It can be done though.  The problem you run into is that there is no requirement in bitcoin for any peer to relay that transaction for you, and no requirement for any miner to ever mine it for you.  Therefore, you run a small risk that it could take months, years, or decades for it to confirm (if ever).  The receiver of the transaction isn't going to be very happy with you if they still don't have confirmation on the transaction after a long time.