nbtimmer

I faced the same problem and created this function:

function incomplete_cat_list($separator) {
	$first_time = 1;
	foreach((get_the_category()) as $category) {
		if ($category->cat_name != 'FirstCat' && $category->cat_name != 'SecondCat') {
			if ($first_time == 1) {
				echo '<a href="' . get_category_link( $category->term_id ) . '" title="' . sprintf( __( "View all posts in %s" ), $category->name ) . '" ' . '>'  . $category->name.'</a>';
				$first_time = 0;
			} else {
				echo $separator . '<a href="' . get_category_link( $category->term_id ) . '" title="' . sprintf( __( "View all posts in %s" ), $category->name ) . '" ' . '>' . $category->name.'</a>';
			}
		}
	}
}

Put it in the functions.php file of your theme. In your template you can use incomplete_cat_list(‘seperator’) instead of the_category(‘seperator’).

I hope this function helped you!