When Charlie first plays his song "Nightman" on "Sweet Dee is Dating a Retarded Person," everyone points out that the second half of the song sounds like a description of a man breaking into Charlie's room and raping him while he's asleep. A season 1 episode had already implied that Charlie had an uncle who may or may not have molested him (though it's strongly implied that he may have), and the implications get worse every time the uncle appears.
The title is It's Always Sunny in Philadelphia but the opening credits shows Philadelphia's sights at night. Right from the start, you understand the irony of the title.
At first it seems odd that the Gang (save for Mac), who are usually un-P.C. and all-around jerkasses, are fine with gay marriage. But, on closer examination, past episodes have more than proven that the Gang's political stances are entirely self-serving, and probably only approve of gay marriage because it has nothing to do with them and therefore doesn't impact them negatively.
Frank's gradual flanderization over time, including his degrading physical state, are to be expected within the world of the show. In his first appearance, when he's introduced as an upper-class businessman, he makes a conscious decision to embrace the gang's grimy, depraved lifestyle because his wife divorced him and he's been depressed to the point of suicide about losing most of his money. He was pushed into his upperclass lifestyle by his wife, but after his divorce he decides that he's more comfortable and a debauched drunk. He gets worse and worse in each season as he goes deeper and deeper into the gang's world.
In "Sweet Dee has a Heart Attack" Charlie insists that he's got boxes of mail addressed to Pepe Sylvia and Carol in HR, neither of which actually exist. He seems to be going insane, but we know that Charlie is nearly illiterate. Pepe Sylvia = Pennsylvania and Carol in HR = Care of HR. However, this is all countered when Mac insists that everyone he's talking about really does exist. Charlie's delusion might have been an earlier draft of the script, or it might be intentionally vague as to just what is going on.
So... Dee's neighbor Gary was the serial killer. That explains how he knew the spears would cut though bone. The gang insists that she doesn't fit the profile, but he's clearly attracted to her. Was he just biding his time? Did she really not fit the profile well enough to murder? Did he kill all those other people because Dee was taking advantage of him?
In the Season 6 premiere, Dennis says that Mac owns literally nothing in the apartment. Seems impossible, but then you remember that when Mac had faked his death in Season 4, Dennis went through the apartment and threw away everything of Mac's ("Goodbye Mac's shit, goodbye Mac's shit...").