Big Good: Despite theirvariousquirks, they're certainly the most competent out of the cast, always the ones responsible for getting the plot going, generally the ones solving the 'bigger' problems (Stealing the ship in 1, fixing the plane in 2 and actually running the Circus in 3, though the monkeys helped with the latter two), and are always Big Damn Heroes in all three movies (or at least leading the charge).
Nice Hat: King Julien consistently makes himself bigger and more garish crowns with leaves, small animals, carved wood, flamingo feathers... anything. What he does with the old ones is unknown. In the first movie he has two different crowns and in the second he changes between three different crowns.
Obfuscating Stupidity: The ending of the first film implies this may be the case for Julien. May. The second film also hints at this, as he cannily manipulates the panicking savannah animals into sacrificing Melman "before [they] come to [their] senses".
Green-Eyed Monster: A rare example where the eyes do match the trope, and only in retrospect, but after learning from his Backstory that screwing up the ring jump cost him his fur and had it grow back "bristly" instead of soft, it seems evident that his mockery of Alex's glossy fur is a form of Sour Grapes. He's certainly quite happy to get soft fur "like a kitten" again after using the hair conditioner.
Vile Villain, Saccharine Show: Captain Dubois is out to murder Alex. As in literal, first-degree, premeditated murder. Even after Alex is re-contained in the zoo (at which point her warrant expires, and Alex becomes zoo property), she makes it very clear that she won't be satisfied while Alex still draws breath.
Even before they arrive at the zoo, as in leaving Monaco entirely, she and her cronies continue to pursue them far beyond the boundaries of where they would legally be allowed to pursue the Zoosters.