Factual error: The military ranks for everyone but O'Neil are wrong. O'Neil is a Colonel (Full bird), Kawalsky is wearing the insignia of a Lt Colonel, but is referred to by O'Neil simply as Lt., when he should be called Colonel. All the others are wearing enlisted stripes (Ferretti - TSgt, but is credited as Lieutenant Ferretti), the others are also credited as "Lieutenant", but wearing enlisted stripes.
Other mistake: When the ship lands atop the pyramid and begins to retract and open the topmost sections of the pyramid retract into the lower parts however the upper parts are too long to fit into them. In the next sequence we see the ship and the upper parts are nowhere to be seen.
Plot hole: Why does Ra need to wait until the next day to send the bomb back to Earth? If he's got the bomb, and he can turn on the Stargate then what is waiting for? In fact, he could have done that at any point without revealing to Jackson his plan then he wouldn't have been stopped.
Continuity mistake: RA continues to wear the necklace at the end of the movie when it was taken from him by Daniel before he left the spaceship via the transporter.
Revealing mistake: On the first night at the slaves' fortress, Daniel is eating the "chicken" and telling them how good it is. After that they take him away to give him a wash. As they walk off, they pass the small fire the slaves have made. If you look at the fire closely, there is a metal circle at the bottom and the fire is coming out of seven holes in it, which means that it is a prop gas fire.
Revealing mistake: When James Spader is first exiting the pyramid after he first arrives on the planet, he begins to touch the wall on the left as the moves out the doorway. He appears to be using the wall for balance. During the last shot before he walks completely out into the open, the "solid rock" wall bends inward like it's made of rubber.