Exceptions to the Aufbau principle?

The Aufbau principle is about filling lower energy levels first, and most things in nature have a preference for lower energy. So, the logical explanation must be that as the outer d-shell (or f-shell) level fills up, the existing outer energy levels are shifted relative to each other so that the 'unexpected' configuration has the lower energy level overall. So, the Aufbau principle is still obeyed, the outer shell (and maybe more) energy levels are not fixed relative to each other, and so the 'beautiful' numbering/lettering system that is evident in the early elements is no longer obeyed !

The Aufbau Principle is a fairly heuristic approach to 'filling' atomic orbitals based on 'lowest energy atomic orbitals gets served first' and the Pauli Exclusion Principle (a slightly more detailed version also employs Hund's Rules). It also assumes minimum interaction between atomic orbitals. Based on these assumptions and considering how loosely it's defined, the principle is remarkably successful.

Some exceptions occur in the Lanthanide group of elements (aka 'Rare Earths', aka first $mathrm{f}$ block group). These should have the electron configuration:

$$[mathrm{Xe}]4f^n6s^2$$

But due to the energy similarity between the $4f$ and $5d$ orbitals, 'exceptions' so arise. Lanthanum (symbol $mathrm{La}$, $Z=57$) is one of these. Its electron configuration is:

$$[mathrm{Xe}]5d^16s^2$$

But these exceptions don't generally have serious consequences: despite the 'anomalies' the Lanthanides still show the $mathrm{+3}$ oxidation state in most of their chemical compounds.