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.
"Funny Aneurysm" Moment: Not in the series per se, but in its North American release. The last episode of the anime released by Geneon before the company's collapse, episode 10, is titled "Good Things Come to Those Who Wait". Episodes 11-39 would not see the light of day for another full year; many of the show's fans doubted it would ever happen.
Kouyuu's constantly getting lost is a Running Gag of the series. In a side story, when he was brought back to the Koh/Hong residence by Reishin, he was "persuaded" to stay by being told that the house is haunted and the monster would get angry if he tried to run away. Furniture in the house were then constantly rearranged to reinforce the story and to make sure that the boy could not run away to the point that it completely screwed up his sense of direction. While it is done with good intention, it is still a horrible thing to do to a child.
Ho Yay: Oh so much. Occasionally played for laughs in the early episodes, such as when Shuurei speculates that Ryuuki and Seiran might be in love with each other. Even funnier in later episodes when it is revealed that Ryuuki and Seiran are brothers.
Keep Circulating the Tapes: The fact that Geneon shut down in the middle of releasing it didn't help. Even so, no one reasonably expected this series to do well in North America (shojo anime, with rare exceptions, sell terribly in the States). Thus, it had a very low print run, especially once Funimation started distributing it. However, the series proved to have just the right level of popularity to completely sell out at retail, but not for any other company to rescue the license (or pick up Season 2). As a result, good friggin' luck finding a legitimate copy; when available at all, used copies of the series – especially the 9-disc complete collection that Funimation put out for about ten minutes in 2009 – are often extremely pricey.
Saiunkoku also happens to be one of those shows where the few people who own it tend to love it and won't sell it for anything.
Real Women Never Wear Dresses: Beautifully averted. Shuurei is able to be successful in a male-dominated society through brains and hard work, and she's allowed to be as feminine as she wants while she's doing it, dammit.
In fact, Episode 12 of the anime has Shuurei getting advice from her friend Kouchou, the highest-ranking courtesan of the Kogoro brothel (Shuurei used to keep the brothel's account books). Before Shuurei leaves, Kouchou gives her a box full of fancy cosmetics, referring to it as "a woman's war-paint" and encouraging her to "wear it into battle". Shuurei does exactly that on the day of the Imperial Exam, in a Mundane Made Awesome moment.
Values Dissonance: Advisor Sho's inaction during the Struggle for the Throne, so that a worthy emperor may reveal himself, makes much more sense when you understand how the Mandate of Heaven works.