Batman Gambit: The premise is that Joker, somehow, gets out of Arkham through the front gate, it's suggested but never said whether in fact he was legally released. Later, he intimates to the Riddler that this was a sham.
"The best place to hide, Edward, is in sanity!"
Bodyguard Babes: In this story, Harley Quinn serves this role to the Joker. She's never seen speaking on panel, though presumably she can, Jonny just doesn't notice it.
Breaking Speech: Joker tries to deliver one to Batman, calling him out on trying to look like a monster but leaving his chiselled, heroic jaw bare for all to see. Batman turns it on its head and sends Joker into an Unstoppable Rage. He did it with just three words; "To mock you".
Cassandra Truth: Harvey Dent sics one of his crooked cops on Jonny to warn him about the Joker, and then calls Jonny to his office to warn him some more: "you are involved with a sick man who will see you die... because for him, death is the punchline." Granted, the Joker's far from laughing by the time he shoots Jonny in the face at point-ouch range but Dent was close enough about the death part.
Deconstruction: Word of God states that the series was meant to make the Joker scary again, after all the anti-heroic and idealized traits he'd acquired by fans.
Specifically, the book came out soon after The Dark Knight had come out. For everyone who treated Ledger's Joker as a Draco in Leather Pants, this book stands as a harsh rebuke, reminding everyone that despite how "fun" or "cool" the Joker's chaos is, he's still evil and you absolutely should not idolize him.
Downer Ending: Jonny, dying of a bullet to the face, concludes that the Joker represents a disease older than civilization with no cure and jumps off a bridge while Batman and the Joker have a punch-up in the background, neither of them even notice.
Even Evil Has Standards: As usual the supervillains, mob bosses, and Jerkass criminals are just as horrified by the Joker as the good guys are. Two-Face in particular is freaked out by the Joker and convinces Batman to intervene on the gang war when the Joker claims that he'll "kill" one of his personalities.
Evil Versus Evil: Most of the book is Joker vs. Two Face's criminal empire. Batman doesn't even step in until Harvey Dent, terrified by Joker's threat to "kill" one of his personalities, makes his own Bat-Signal and pleads with Batman to intervene.
Establishing Character Moment: When the Joker goes to meet with a bar owner who formerly worked for him, they disappear for a few minutes... before the barman returns, stripped of all of his skin from the neck down.
This is driven home when you see Croc eating what looks like just fried meat, but from Jonny's above view, you see what's on the plate is a human heart. And floating in a nearby boiling pot... a skull.
Justice by Other Legal Means: Not used, but mentioned gleefully when the Joker discovers that both of Harvey Dent's personalities are married, since, much like Al Capone with tax evasion, Dent could be put away for bigamy.
Kick the Dog: For Joker, it's raping Shelly and murdering a completely random couple in their home.
Laughing Mad: Jonny ends up laughing deliriously at one point.
Meaningful Name: Possibly just a coincidence, but the name Jonny Frost is sort of similar to Joe Chill, the man who gunned down Batman's parents.
Another possible interpretation; in this more 'realistic' take on the Batman mythos, the Penguin is basically a very short man. He's little, in other words. Or, to put it another way, he'sLi'l [Little] Abner.
Oh, Crap: The look on Joker's face when he finds Croc and his men hogtied, indicating that Batman has finally found him, speaks volumes.
The entire city of Gotham gets a collective one when the news spreads that Joker is being released from Arkham.
Only Sane Man: Deconstructed with Jonny. Joker admitted he keeps him around because he more down to earth than he is, but the book goes out of its way to just how absurd it is for a sane man to be around these people.
Roaring Rampage of Revenge: Basically the plot of the story is that the Joker is out to get back his criminal empire and get revenge on those who screwed him out of said empire while he was in Arkham.
Scary Black Man: Killer Croc is reimagined as a scary black man with sharpened, shark-like teeth and a scaly skin condition. Basically what he's always been, in fact. It's just that in classic comics, his skin has become worse over the years.
Later, he's late to a meeting with Joker. When he repeats a nonchalant answer that Croc gave to the same issue earlier, Joker splitshis uprights.
The Name Is Bond, James Bond: Jonny introduces himself as "Jonny. Jonny Frost." when he firsts meets Joker. This backfires because it causes Joker to refer to him as "Jonny Jonny" for the entire story.
The Unreveal: It's never revealed how Joker got out of Arkham via legal means.
The Voiceless: Harley Quinn doesn't get a single line despite doing some thoroughly awesome stuff.
Viewers Are Geniuses: About five pages in, right when the Joker is strolling out of Arkham and looking back at its battlements. Take a look at the gargoyle in panel two. Then again in panel four. Miss something? "Nowthere's a Batman!"