You can use it for only certain meanings. For example, you can use it as an adverb "So it turned out, John is an idiot after all." (sorry John)
Also, "So, what?" is actually a complete sentence; much like "Who cares?"
However, you can't use it as a conjunction i.e.
"So any mistakes are caught, proofread your work." A sentence like this is bad. Very very bad..
I'd like to point out that Therefore is no better of a substitute for "so" while trying to use "so" as a conjunction. :-\ sorry.
