Some of the statues and their locations have a case of foreshadowing to what will happen to some of the events in Sleeping Dogs, the snake statue was found during the mission where Ming was killed for skimming on the drug deals (Snake in the Grass). Dogeyes was butchered into dog meat where the Dog Jade Statue lies. All very foreboding indeed.
When you run into the guy who gives you the Freerunning missions, he just seems like a typical example of Stoners Are Funny when he mentions the last guy who accepted the job "may have been eaten by a cat". Then the DLC is released, and it suddenly seems rather foreshadowing...
One of the key points made in the triad trope page is that screwing over or greatly dishonoring the traditions and code of the Triad brotherhood is punishable by death from hundreds of cuts. Given how Big Smile Lee expresses much disdain for tradition and attempts to take over the Dragonhead position for the Sun On Yee through extreme violence and murder, his death through the ice crusher is rather suitable for his transgressions.
Peggy wants you to steal a black orchid for her wedding because having one would grantee that a couple will stay together for as long as they live. The key words there are "as long as they live," which in this case turns out to be "not even long enough to have exchanged vows," as the wedding is assaulted almost immediately after it commences.
At the end of the game Broken-Nose Jiang and Pockmark see Wei meet with Inspector Teng. Rather than enact the typical Triad response to undercover cops they find, she decides to leave Wei alone. This is why Jiang survived to take control of Sun On Yee: She knows when to let sleeping dogs lie.
Considering the fate of Johnny Ratface, Dogeyes, Big Smile Lee, and others who have crossed Wei, she's very wise to not try to go after him.
When you first drive Sandra and Vivienne around Sandra recounts how she once met Sonny as a teenager and insultingly rejected Sonny's offer to make her a star in exchange for watching her have sex with an old man. Vivienne nervously asks if Sonny had any idea who she was, which Sandra casually brushes off. At first it might sound like Vivienne is simply wondering how Sonny would be so rude to the daughter of a rich business man but when you think about it Vivienne was actually worried that Sonny might use his Triad connections to get revenge on Sandra - probably involving rape and his pornography industry.
The ability to perform Action Hijacks is very useful and cool to watch. However, Wei should consider himself very lucky that nobody he encounters ever locks their doors, or own cars that are supposed to do that when the drivers shifts out of park. Mostly likely, this falls under Willing Suspension of Disbelief and Rule of Cool, though.