Awesome Music: Both openings are pretty awesome. The first is a kind off stylish epic song. While the second is an actioned packed one to accompany the feel of the second part of the series.
The song Bright Hope goes great with the fight scene it plays over.
Complete Monster: Tousei Kaneshiro is a completely normal human who's just an evil monster. As a child, he turned his own mother into a monster and thought it was amazing. He later turned Sonshi, a noble defender of humanity and Makai Knight, into his own minion and forced him to eat a woman he had been sworn to protect, laughing all the while. Sonshi turned other good-hearted people into monsters that became his servants, using them to found Vol City, where he used his crippled father as a Puppet King and ruled from behind the scenes, allowing the Horrors to devour the innocent. He even forced the Makai Priestess Hakana to produce many Madou Horror seed against her own will. Upon stepping out of the shadows, he has the Kaneshiro family, even the children, killed and has Sonshi eat his own father. Using the fact he's a normal human as a shield, Tousei gleefully taunts the heroes about his atrocities and molests a woman he turned into one of his special Mado Horrors in front of them. Upon encountering him, even a horror comments it has never seen a human with such a black soul.
Even Better Sequel: Your mileage will vary on this, and while not without it's problems (namely not pulling off stunts as cool as Makai Senki due to budget problems and a different directing staff, as well as the They Wasted a Perfectly Good Plot entry), this season has far stronger writing than the previous two seasons, which were rather two dimensional and even formulaic at times, while this season has has much more three-dimensional characters, more plot developments and twists (this season fit WAAAAY more plot into 24 episodes than either of the previous seasons did), and just an all-around stronger story. It may not have had the action highlights the previous seasons had, but unlike said seasons, it didn't rely on them to be awesome.
Genius Bonus: Sonshi becomes the first to break a Makai weapon with his sai. The sai really were created to counter and snap samurai weapons like the katana.
Also, Aguri is an Archer who wears glasses (presumably because he's nearsighted). How cool is that?
Les Yay: Rian declaring that she wants to have Enhou's children in episode 5.
Ship Tease: Rian seem to become very fond of Ryuga as shown at the end of episode 12. At the end of series, she decide to stay with him. In Gold Storm and Retsuden, it is hinted that they have hidden feelings for each other.