Ascended Meme: Starting with Issue 6, Frank started slipping in references to "the goddamn Batman".
Author Appeal: Some of the more hostile criticisms regarding All Star Batman and Robin claim that the whole thing was used by Miller to vicariously live out his personal Batman fantasy; citing the disregard for Batman's moral code (especially during the scene where he rescues Robin from corrupt cops; never mind that he takes pleasure in harming them; but also nearly kills both Alfred and Vicki Vale in the process), the over-the top fan service, as well as his less than flattering portrayals of most of the other Justice League (particularly Superman and Green Lantern).
Author Avatar: It's pretty clear that the Goddamn Batman is how Miller sees himself if he were Batman.
Character Development: Batman starts out completely insane and isolated but is slowly becoming more human thanks to the influence of Dick Grayson (age 12). Not very noticeable due to the large amount of padding but it's definitely there.
Continuity Nod: There are several to other Dark Knight Universe stories.
DKR's Battank being built in the Batcave.
The Batcave is full of these. Besides the aforementioned Bat-Tank, there are:
And the Batwing from the 'Hush' storyline, also pencilled by Jim Lee.
Joker's henchgirl Bruno and Batman saying the We have to be Criminals line.
Also, Batman's character is identical to Frank Miller's in Batman: The Dark Knight Returns, save for him being 20-30 years younger. When TDKR came out, the story seemed to imply it was the decades of superheroing that turned Batman into this sour, cynical person. This story retcons that into Batman having started out as more of a jerkass than in TDKR and growing more noble, responsible and humane as he grew old, probably thanks to Dick Grayson Age Twelve's influence.
This is a bit ironic if you consider that Grayson is revealed to be a complete psychopath in TDKSA. During their climatic battle, he implies that Bruce's negligence and lack of affection drove him insane. Miller's Batman predictably scoffs and pushes him into hot lava.
A subtle one is on the cover of the first issue, with Batman swinging over Gotham. His face is blacked out with only his eyes visible, similar to the covers for The Dark Knight Returns collected editions.
Development Hell: The series had an erratic shipping schedule even before going on hiatus, with the best that the publishers could do was a bi-monthly streak at one point. Post-hiatus, DC announced Dark Knight: Boy Wonder but have yet to solicit a single issue. According to Jim Lee the art for the series is complete, DC just won't publish it, the reasons possibly being that Frank Miller attracts all the wrong attention, see Holy Terror, and the editor who originally commissioned Lee and Miller to do the book, Bob Schreck, was fired in 2009, about a year after the last issue came out (this misanthropic editor went on to finally edit and publish Holy Terror at Legendary Comics).
Freudian Excuse: Dick Grayson's evil in The Dark Knight Strikes Again is so understandable now.
Gosh Dangit To Heck: Since Superman and the Green Lantern are boy scouts compared to everyone else, their dialogue comes off as even sillier than the Cluster F Bombs. Although Superman's only line in his first few appearances is "DAMN!"
Hotter and Sexier: Much more blatant Fanservice than is usual in comic books, including a beautifully drawn make-out session in the rain between costumed Black Canary and Batman ("The costumes make it better" line might be a reference to Watchmen: we refer the reader to that book's page for the explanation of why this is so: suffice to say, it's not simply a fetish).
Lingerie Scene: Vicki Vale's first appearance is three pages of her parading around her apartment in pink lingeries and high heels. Doubles as Hello Boys.
Some editions feature Miller's script for this scene, which gets pretty disturbing as he goes on and on about how detailed her underwear should be, and even calls himself shameless when he asks for a closeup of her ass.
Man Child: Batman has the temperament of a child, getting incredibly moody and angry whenever someone isn't impressed with his cave or toys. Probably a deconstruction. We hope.
Ms. Fanservice: Vicki Vale. To make that point even more blunt, her first ever appearance in the story has her standing in her apartment talking about Batman... wearing nothing but pink lingerie.
Mood Whiplash: Issue 9 was when Batman meets Green Lantern in a yellow room, at first is incredibly funny (DAMN YOU AND YOUR LEMONADE!!) and when Robin starts fighting Green Lantern it's still hilarious and Batman is in the joke but the fun stops abruptly with a splash page of Robin punching Green Lantern's throat, almost killing him if it weren't for Batman. Then it's followed by a crowning moment of Heartwarming.
In universe and out, Batman and Canary have been making out under the rain and "under the hood", when Batman mentions he can drive her home... in his Batmobile. Canary shows disappointment with her idol's naming choice. Which instantly kills the mood for everyone involved, including the readership, because this Batman is really touchy about his stuff and his person not being as awesome as he thinks it is.
Refuge in Audacity: Black Canary is a barmaid who wears a stripperiffic oufit as part of her job. One night, the accumulated tension of unattractive men them hitting on her in the most vulgar ways wears her patience so thin she is ready to explode. Then one of them went and actually gropes her. She snaps, and beats the everliving crap out everyone, to unconsciousness. She makes a point of making one of them swallow his wedding ring, for obvious reasons. She loots their bodies. She torches the place. She runs away on a motorbike by jumping over a ramp and into the air. Coincidentally, Detective Gordon's car was passing right under. He brushes it off, saying they've got bigger things to worry about. As a matter of fact, he is right. Allstar Gotham is only marginally less insane than Sin City.
Running Gag: The Batmobile being a "queer name" for a car. Lampshaded in hilarious fashion.
Batman: Not one word. I've taken enough grief about calling my goddamn car the goddamn Batmobile. I'm the goddamn Batman and I can call my goddamn car whatever the hell I want to call it.
"Fifteen hours ago". That means one of two things. Clark Kent either drank this carton of milk fifteen hours before Dick Grayson was kidnapped by Batman, and thus it is a magical prescient carton of milk, OR it's actually been a long enough ride in the Batmobile for Dick to have been reported missing, for his name to get to the missing persons groups, for them to submit his information to the milk company, for the milk company to print the cartons, distribute the cartons, and then for Clark Kent to go to the grocery store and buy the carton of milk. Let's see, by my rough estimate, that means that Batman and Dick have been on the way to the Batcave for, oh, about FIVE FUCKING WEEKS now.
A lot of these issues come up. The series goes over two or three nights, depending on how you look at it, yet Miller seems to forget this since the books took so long to come out. Especially in issue nine. Batman arranges a meeting with Hal Jordan 'In twelve hours' in issue eight; yet in issue nine, Batman is reminiscing about multiple training sessions and Dick being in the cave with him for weeks. Also, apparently an entire clinic was bribed, Dick made a press conference and then they could paint an entire apartment yellow with "nearly an hour to spare" before Jordan arrived for his meeting twelve hours since issue eight.
This is probably because Frank Miller is utilizing non-linear storytelling. Sometimes it's hard to keep track of all the "11 hours earlier" in the same issue.