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: Billy Grey certainly qualifies by the end. He starts a pointless and destructive gang war just'cause, then uses Jason's death as an excuse to jack a Triad heroin shipment. When he decides he doesn't like Johnny's attitude (y'know, involving rationality, common sense, and discretion), he arranged to have the Triads ambush him. But worst of all? After he gets arrested at said ambush, he pretty much immediately rolls over on the entire gang, shitting all over his vaunted "brotherhood" for immunity. When Johnny confronts him at the end, he doesn't even bother to bullshit him with excuses, just forces him to shoot him down. No redeeming features, no remorse, zero empathy, sadistic, manipulative, selfish... yeah, he's all over this trope.
Fridge Brilliance: The full-auto pistol is noticeably weaker than even the Glock. This makes sense when you realise that this particular Glock is chambered in .40 S&W, while the full auto pistol is chambered in the smaller 9mm round
Which leads to Fridge Logic: Walking over the dropped .40 S&W caliber Glock guns dropped by downed foes still restores handgun ammo, even if Johnny is carrying that 9mm automatic pistol. Then again, the same thing happens with the combat handgun, which is basically a .357 Desert Eagle.
Genius Bonus: The Grenade Launcher introduced in this episode is modeled after the Heckler & Koch HK69. Could be a coincidence, but it's less likely than not, considering Rockstar's interest in the number 69.
Harsher in Hindsight: Billy Grey gets arrested by the police after a heroin deal gone wrong with the Triads. He blames Johnny for this, which ultimately leads him to go State's Evidence against the Lost and set up the final showdown. However, Ballad reveals that Billy actually meant for the setup to kill Johnny. Also, Billy's first action back from prison is to commit a murder on the doorstep of the Lost's clubhouse. You learn not two missions later that the LCPD is watching said clubhouse.
Actually, the LCPD was watching the Hell's Ang... err, Angels of Death hangout, and didn't start watching the Lost Clubhouse until after Billy had already killed the AoD member. Johnny and Jim killed the cops before they could do anything anyway, including report the gang's illegal activities.
I Gave My Word: For all his cheerful amorality, Stubbs does indeed remember those who've helped him when he tells Johnny about Billy's betrayal and where to find him.
Johnny Klebitz: Hey, one more thing, Stubbs. Why're you doin' this?
Congressman Thomas Stubbs III: I told you I was good for a favor.
Most Annoying Sound: The pause music, which if you aren't paying attention (you have the game paused and your attention is elsewhere) just sounds like a car alarm going off in the distance.
That One Level: "Buyer's Market", which comes close to The Computer Is a Cheating Bastard territory in terms of the amount of firepower Johnny has to overcome in order to survive. Made more vivid by the relatively easy "Blow Your Cover" level from GTA IV which is supposed to be the same mission but it's from a different perspective and in that one the player has backup. Fits the criteria for the trope as a number of players have complained about the level's difficulty on the boards (especially when compared to the GTA IV counterpart), while others have stated the mission isn't that difficult.
Unintentionally Unsympathetic: It can be hard to feel too sorry for Johnny and Jim by the end of the game, as most of their misfortune was brought on by them stealing two million dollars from a mobster, half of which the main game shows he would've given them anyway. If they hadn't, Jim would still be alive, and his wife would still have a husband, his child a father. That Jim accepted the money at all only makes things worse, since he should've known perfectly well the dire straits his family would've been in if he died.