Accidental Innuendo: In spades, especially if you're learning Latin and tend to make mistakes translating it, many lines can come out having a completely different meaning to what they are meant to. Even some of the properly translated lines tend towards this.
Crowning Moment of Awesome: Clemens befriends a cat that lives in the Temple of Isis in Alexandria. Said cat attacks the head of the local mafia.
Ensemble Darkhorse: Grumio. The drunk, dishonest, ladies' man of a cook who went as far as impersonating a Roman citizen. The course is used in a lot of high schools.
Ho Yay: In the second book, Clemens works at a glass shop under the employment of Eutychus. Eutychus is very easily angered by pretty much everything, yet consistently describes Clemens as "mi dulcissime" ("my very good friend!'; literally "my very sweet friend!") and greets him amicissime (in a very friendly way). The UST gets better from there.
Moral Event Horizon: Salvius immediately crosses this on his introduction. He executes an old slave for being sick, and when the slave's son tries to kill him in revenge, Salvius accuses his host's guards of being in on the plot and executes them as well, even though the guards saved his life!
Postscript Season: So the writers end the first book with the explosion of Vesuvius and everybody dies, or so we think. Caecilius the main character dies onscreen. It doesn't exactly give the impression there was going to be another book. Then in Book 2 we discover his son miraculously survives and the action is shifted elsewhere. Also, Book IV had a lot of filler arcs, don't you think? Who cares about Those Two Guys at Bath and random weddings? Get back to Salvius and his evil!
Tear Jerker: Cerberus the dog standing guard beside Caecilius' corpse while Vesuvius erupts and buries Pompeii.