Harmony Versus Discipline: One of the big themes of the show, illustrated primarily through Dar and Tao. An example from early in the series: Tao, preparing to continue his journey, builds Dar a garden as a farewell gift, citing the greater convenience of not needing to forage for food. Dar is confused (the forest has plenty of food already) and unsettled ("But that's where the wildflowers grow."). Later on Tao is equally unsuccessful in convincing Dar to dig a well.
Inventing The Wheel: In the middle of the first season, Tao gets fascinated by the "many applications of circles" and meets a fellow who invents the wheel.
James Bondage: Tao gets captured or otherwise put in mortal danger a lot.
Jerkass Gods: The Ancient One, definitely. The Sorceress also has her moments.
Morphic Resonance: King Zadd is turned into a donkey with the same tatoos. Although one character finds them familiar, it doesn't become Glamour Failure in time to be meaningful.
Spoiler Opening: From the very first episode, the opening narration refers to Dar being the last of the Sula, which doesn't actually occur until the first season finale.
The Spymaster: The Ancient One, which he tries to teach his sorceresses - Zad is more than grateful for the scrapes given to him by magic and his men; Dar with his eagle.
Walking the Earth: In addition to being the framework for the show itself, the mission of most of Tao's people to wander the world, spreading and gaining knowledge.
"The Eiron are master tricksters, pretending to be ignorant but making others look so in the end. They are hated."
"Just for challenging somebody's beliefs?"
"Wit is... dangerous to the simple-minded."
Earlier in that same episode:
"Sounds like an Eiron. They are pests, like fleas: tiny and harmless-looking; but let them live, and they sting you all over. We don't need their kind of free thinking in our world."