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.
Harsher in Hindsight: In "Permanent Wave," Sam has to save a boy that witnessed a man being shot to death in a matter involving drugs. The character's name was Phil Hartman. It wasn't too many years later when actor Phil Hartman was himself shot to death by his wife, who had a drug problem.
Doubly funny as he's saying this to Sam. A few years after Star Trek: Deep Space Nine ended, Hertzler appeared in the Star Trek: Enterprise episode "Judgment," where his character and Archer discussed honor and Archer helped him rediscover his own sense of honor.
It Was His Sled: Al being the one that Beth leaves for another man in "M.I.A.". It's such common knowledge among fans that you'd forget that the way the episode is structured, it's supposed to be a twist - with Sam stumbling upon a picture of young Al in Beth's home about halfway through.
Actually, the audience is informed of this before Sam is with Beth introducing herself to Dirk as Beth Calavicci early on.
Marty Stu: Sometimes Sam's absolute purity of heart and expert knowledge in everything from music to martial arts to several branches of science put him into this category.
Narm: When Lee Harvey Oswald sees his face in the Waiting Room (actually Sam's face), he understandably freaks out... but we cut to Sam, mouth open, with Oswald's slightly-deadpan scream pouring out.
The end of "M.I.A."—Beth, Al, and Georgia On My Mind.
The end of "Black on White on Fire," where the brother of the leapee dies in his arms and Sam just breaks down.
"Jimmy," when Al talks about his sister Trudy and what ultimately became of her.
"I wound up in an orphanage, and she wound up in an institution. When I was old enough, I went back there for her, but it was too late. She was gone, Sam. 'Pneumonia,' they said. How does a 16-year-old girl die from pneumonia in 1953?!"
In "Disco Inferno," Sam leaps into an aspiring musician's older brother, only to remember that he has an older brother of his own. He can't remember everything, though, and has a lingering sense of dread about the whole thing.
Al: Sometimes it's tough bein' a big brother. Sam: Yeah, now I know how Tom felt. I always thought he was putting me down; y'know, trying to tell me what to do. But by the time I figured out he was just lookin' out for me, it was too late because he was... (realizing)Tom's dead, isn't he?
In "Raped," Al brings the leapee (a rape victim from 1980) into the Imaging Chamber so that Sam can hear her and testify on her behalf at the rapist's trial. At first we hear Sam repeating the leapee's testimony, but the scene eventually cuts out Sam's voice entirely, focusing squarely on the leapee as she testifies. And her testimony is completely heartbreaking.
They Changed It, Now It Sucks: On the DVD releases, a large number of the original songs were changed for copyright reasons (the songs were usually well known songs from the time period that a particular episode is set it), which caused a HUGE backlash from fans. In particular, the last episode of the second season, "M.I.A.", removed Ray Charles' "Georgia On My Mind" with some generic muzak, ruining what many thought was the best moment of the entire series (Al, in hologram form, dancing with his first wife who left him while he was a POW in Vietnam). This is definitely a instance in which Tropes Are Not Bad.
The Season 5 theme song, meanwhile, wasn't very well-received by fans.