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.
Paranoia Fuel: His works portray the personal weaknesses of the police that citizens trust with their lives, as well as how difficult and unpredictable the monstrous criminals can be.
Squick: Given the nature of his work, this was a given. However, it runs rampant in Kiss the Girls. One scene in particular involves Casanova using warm milk to lead a live snake into the rectum of one of his victims. Many reviews cite this scene as so disturbing it ruins the entire novel. (Note: Snakes don't actually drink milk. Blame Arthur Conan Doyle for this one.)
The latest book also has Zeus, who possibly tops Casanova in terms of being a disgusting murderous sex fiend.
Also the lovingly detailed description of The Mastermind having sex with a corpse in Roses Are Red, thanks James.
Four Blind Mice has three contract killers (hence the title), and one of them is described as getting hard at the memory of murder.
Tear Jerker: The death of Mike's wife, Maeve, from cancer, in Step on a Crack, made worse because it's been set up for much of the book).
Anything and everything involving Jill in 3rd Degree.