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Euromodder's post was accurate and covered most of the bases. While it does seem to cover what you asked (transmission issues with coasting), it is important to keep in mind that the transmission is only one part of the system.
If we boil down the issue, the main issues are friction and shock. Friction will be absorbed by the tranny, just as designed. But, shock can have significant impact throughout the system- from the engine to the universal joints, along with any other parts that are under torque. The main things to worry about are universal joints and engine mounts. Engine mounts are great for absorbing vibration and small shock from proper gear changing, but they will not stand up to repeated improper gear changes or other sources of significant shock. The same goes for universal joints (and other parts that serve similar functions). Engine mounts, UJ's and other such parts don't usually catastrophically fail-- they cause increasing mounts of vibration and noise, while increase wear and tear on other parts of the vehicle until they are replaced. And, of course, the more wear such parts have, the lower your fuel efficiency-- not to mention that they cost money to replace (and even more if you pay someone else to do it).
Basically, cars are designed with the assumption that the driver knows what they are doing, with some leeway given for occasional mistakes.
So what can you do to avoid this? Basically, make sure there is no shock to the system, and the only thing the vehicle has to absorb is a little friction in the tranny. This is done by simply matching the engine RPM to whatever is needed whenever you re-engage the clutch (which varies depending on speed and gear, of course). If you feel (or hear) shock go through the vehicle, or see a sudden change in the tach, you did it wrong. It takes practice to get it right while the vehicle is moving, but it is easy once you get the hang of it.
I'm new to these forums, so I don't know what is common and not with driving techniques. But some of the posts above implied that some might try turning off the engine while coasting (in neutral). That also seems to imply that they will restart the engine at the end of a coast-- or, worse yet, restart the engine by simply re-engaging the clutch. If anyone does that-- STOP! Even disregarding obvious safety issues, any form of coasting while the engine is off causes far more harm than good. If the intention of doing so is to restart the engine and continue on your way, that is. I suppose it could do less harm than good (for your car) if your intention is to, say, coast into your parking space at the bottom of a hill (while the engine remains off), perhaps. I still wouldn't recommend that because of safety issues, though. The only exceptions are for vehicles (hybrids and the like) that are designed to do that automatically-- and that is only because the process is automatic (computer-controlled), and the engines are specifically designed for it. But you can't really not do that in those vehicles. So, if you're having to make a conscious decision to do it-- make sure that decision is "no."
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