Awesome Music: Honoo no Sadame, the opening theme. To have a taste, here's the original version and here's the Operation Extend edition.
Also Tetsu no Lullaby, the opening of Pailsen Files.
Complete Monster: Gen. (previously Col.) Yoran Pailsenís experiments on Sunsa involve burning hundreds of children to death to test them for the "unique survivalist" trait. In addition, the Red Shoulders themselves are essentially the Waffen-SS, and he forces them to fight and kill each other for his research. Zaki is a result of his other experiments, and later becomes the basis for PS research. He manipulates Wockam into starting a useless battle that leaves 120 million Melkians and a huge number of Balarant dead, and feels no guilt about it.
Fan Nickname: "Dead Chirico", for Chirico whenever he's unconscious. This comes from the horribly Off Model way he's drawn whenever that happens.
Flanderization: In the original series Chirico is a talented, if traumatized, special forces soldier with a helping of luck who loses as much as he wins. Come the OVAs, he is a nigh immortal reality warper who simply cannot be killed no matter how ridiculous the odds.
The Problem with Licensed Games: Surprisingly averted with the Playstation 2 game which is an extremely polished, well-paced action game that covers the entire series and Shining Heresy, and allows you to use practically every AT featured in the series.