Devil in Disguise: Subverted when the protagonist finds out that the best friend he and his wife made through their ordeal was actually the devil himself. Not only had he shown him genuine mercy and friendship, he had turned down the bet with God, thinking it sick and cruel.
Digital Piracy Is Evil: Gerald (Jerry) Farnsworth makes it a point to ask his daughter if she legally paid for a pornographic hologram. After finding out that, yes, of course she did (because she is a "good girl"), he mentions that he happens to already own a copy which she could have borrowed from him.
The scene is taken directly from Heinlein's favorite book, Jurgen: A Comedy of Justice by James Cabell. Except that it's run by the hero's grandmother, who lambasted the god-above-God into making it this way.
God Is Evil: Played with. Both God and Satan are revealed to be equal players in a much greater game, several ranks below the true Supreme Being, and God is the jerk of the two, who insists on worship and relies upon inconsistent and unkind rules to rein in his creations. To his credit, he does follow through on his promises to those who follow those rules.
God-Karting with Beelzebub: God and Satan are actually brothers and part of an entire race of divine beings. Earth is something akin to a school project that Satan was helping his brother on. But God went on a power trip and rewrote all the rules, making his brother the evil force in his universe and demanding complete loyalty from creatures he had designed to be anything but obedient. He specifically wrote out the apocalyptic prophesy to make his brother look like a jerk and come out a hero for his own ego boost. Satan, quite flatly, tells the protagonist that he isn't going to attend the End of Days... to deprive his brother of the satisfaction.
A Hell of a Time: God created Hell to be a bad place, but then Satan took over and remodeled it into something fairly tolerable. It's notable that the story features a God Is Evil plot that is itself subverted by revealing that God and Satan "take turns" playing the Good and Evil deity role and they're merely junior members of a vast Celestial Bureaucracy.
Jerkass Woobie: Alex. He's such an insufferable self-righteous prig that the Trauma Conga Line he endures seems almost like a justifiable Break the Haughty. Only after the character has won our sympathy with his troubles do we learn some of the things his "Churches United for Decency" stand for...
Jesus Was Way Cool: The story paints God as a jerkass, Satan as vaguely benevolent and both as mere peons before real deities, who run some sort of creation business. But Jesus and Saint Peter are both good, decent guys.
Kindly Vet: Alexander Hergensheimer's fate is to be decided by a being who is above God and Satan. Alex is rather scared to be brought before this being, so the being uses Alex's memories of bringing his dog to a Kindly Vet, with Alex as the dog.
Mind Screw: What all the world-switching is eventually revealed to be, and even the ending has strong elements of this.
My Girl Is a Slut: It's implied that parental incest is itself a cool and groovy thing by the mother of a secondary female love-interest. Of course, nothing is what it seems - "Father" is Satan in an assumed form, "Mother" is an Ascended Human, and the "daughter" is an unrelated afreet, but as they are played in an expository and sympathetic role rather than an evil one, this may not matter.
Pals with Jesus: Alex finds out that the person who was the nicest to him on his journeys was actually Satan. He's the closest thing he has to a friend and ally.
Rage Against the Heavens: When the second Mazatlán earthquake hits. And if it had been a fair test, Loki should have won hands-down at that point. But apparently Loki was having too much fun to declare Game Over, and God does not like to lose. So the Mind Screw continues until it attracts the attention of Satan.
Secret Test of Character: Alex's journey and hardships are all the result of a bet between God and Loki, designed to mirror the test in The Book Of Job.
Self-Deprecation: A tenant of hell mentions there being a lot of "motherhumpers" down there. Anybody who reads R.A.H works knows this is one of the author's tracts.
Self-Inflicted Hell: Whatever belief structure you believe in is the one you get to experience the afterlife for. So if you're Christian, you'll get heaven/hell/purgatory, if you're Hindu you'll get reincarnated. The Christian main character finds this out the hard way when he dies and goes to heaven but his wife is not there. So he assumes she's in Hell, and only when he's trapped in Hell does anyone explain this to him. She's in Valhalla, and since he didn't believe in Valhalla, he will never see her again.
Shout-Out: To James Branch Cabell, particularly Jurgen.
Tasty Gold: Alex and Marga are mysteriously shunted from one alternate world to another at random, which makes it impossible to build up a cash reserve as every America's money is different; Alex always has to go to work as a dishwasher. In one world they still use gold and silver coins. When Alex spends a gold dollar, the merchant takes out a bottle of acid and puts a drop on the coin to make sure it won't corrode — the "acid test." Silver coins are bounced on the counter to make sure they ring the right way — the "ring of truth."
Trauma Conga Line: Alex is subjected to a set of mind-twisting disasters and reality twists apparently being engineered by Satan. The twist comes after he's whisked away to Heaven in the Rapture, when it turns out that God was the one behind it all.
Unreliable Narrator: Alex, due to his believing what he sees (or reads in history books) and to having his memory explicitly edited at least twice.
Work Off The Debt: As they jump realities, Alex and Marga often find themselves in a situation where they are unable to pay for something, as their money has been rendered useless in the jump.
You Are Worth Hell: Alex is a devout Christian in love with a pagan. He vows to join her in Hell should they be separated after death. Heinlein wonderfully deconstructs this, as hell turns out not to be such a bad place at all. It just has bad PR. Not to mention the fact that it turns out she's not even there. Her own devotion to her gods pegged her for the paradise of Valhalla.
Zeppelins from Another World: Alex is from a zeppelin-filled world, and slips into a world with no air traffic at all, and then into one with similar technology to our own. One especially well-done part is when he attempts to explain to the readers what an airplane looks like from the perspective of someone who's never seen one before. It's explained that in this alternate reality, heavier-than-air flight is proven to be mathematically impossible and The zeppelins travel at mach speeds!