These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Complete Monster: Jerry Boorman from season 4 is a complete sociopath of a CIA agent and mercenary who will ruin lives for the purpose of saving his ass from being punished for the vile things he has done as part of the "War On Terror". His most notable moment of cruelty comes when he is torturing an innocent Muslim-American into taking the fall for a murder attempt he carried out, at which point he admits to the man he is torturing, that he doesn't give a damn about America and only cares about himself.
First Installment Wins: While subsequent seasons (excluding season 2 for some) have been very well regarded it's generally felt by the fanbase and critics alike that none of them have lived up to the intensity and unpredictable nature of the first season.
Les Yay: Quite a lot between Patty and Ellen. Especially in the third season where Ellen and Patty are treated like exes who can't get over each other, Patty's new associate gets treated as the rebound girl, and we get the memorable line "You're trying to seduce me with bourbon!".
Moral Event Horizon: In Season 3, the Tobin's start out as a reasonably sympathetic family, but they get progressively worse as the story progresses. You lose all sympathy with them when they arrange the murder Tessa, a schoolgirl who hadn't been given a choice about getting involved in the first place, and Marilyn Tobin knew to be her granddaughter.
Chris's scenes at the end of the season four episode "Add That Little Hopper to Your Stew"; his friends, who betrayed him and tortured him, have abandoned him in a metal holding trailer, leaving Chris (who's sanity is already slipping due to the PTSD he has) to start to go full-on insane in the perpetually lit holding cell. By the end of his madness montage, Chris willfully pulls over his head a black hood that his traitorous friends had left in the cell, just to block out the light of the perpetually lit cell, while beginning to pray in a frantic tone as the realization that he is going to die overwhelms him.
Wangst: An interesting dramatic version. Arthur Frobisher acts as though the world is against him, with him being a poor innocent victim of circumstance. The characters (and hell, the audience) knows he's full of crap, and feels about as much sympathy for him as you'd expect.
The Woobie: Ray Fiske by the end of his character arc.
Season four gives us Chris, who has a major case of PTSD from when, during a top-secret and ultimately illegal mission for Blackwater expy Highstar, the mission went horribly wrong and Chris was the only one who made it back alive. Made worse with the fact that Highstar's CIA contact deems him a "liability", going so far as murdering the shrink Highstar had him talk to (even though the shrink was pretty much bound by privacy rules to not reveal what Chris had done, the CIA agent had him killed because he didn't want anyone in a position to expose the agent's crimes) THEN convincing Highstar CEO Howard Erickson to not only lure Chris back to Afghanistan (where he is promptly held prisoner) and tortured/held in solitary confinement (which compounds his PTSD) and possibly is decapitated on orders of Erikson, who by this point decides that they have to kill Chris in order to ensure that he can't tell anyone what Erikson did to him. He survives.