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.
YMMV: Shakugan no Shana
Base Breaker: Yuji Sakai after merging with the Snake of the Festival, and oooh boy is it almost as bad as Sasuke Uchiha. While he has clearly has well-intentioned goals, others consider him to be a borderline Sociopath who doesn't care about anything else outside of his goals.
Die for Our Ship: Kazumi, especially after Pheles gave her a Hougu which can summon Pheles, but would take Kazumi's life as a price.
Dude, Not Funny!: The ending of the Shakugan no Shana movie. Yuji, believing he's going to fade, finishes what he thinks is his "last speech" to Shana just as the Reiji Maigo replenishes him. Shana and Alastor double over laughing.
Evil Is Cool: Yuji as Snake of the Festival very much so, his fans often nickname him as Darth Vader Yuji, or just Darth Yuji for short.
Never Live It Down: Yuji is probably going to be forever remembered since season 3 as 'that would-be rapist world destroyer' no matter what positive qualities does he have.
Nightmare Fuel: Being devoured by a Tomogara results in you being replaced by a Torch. Bad enough that your remaining life is spent as a sort of cosmic scab meant to insulate the universe from your disappearance. What makes this Nightmare Fuel is that when the Torch burns out, not only do you die, but no one will ever remember that you existed at all. There's an episode that chronicles Yuuji trying to save a Torch; watching her run down and burn out is equal parts Tear Jerker and this trope. If memory serves, the episode even ends with "What have we been doing all day?" when she does vanish. Brrrr.
Paranoia Fuel: At any time in the past, you may have been killed, eaten, and replaced with a copy without you even realizing it. And eventually, that copy can run out of power...
Rooting for the Empire: One interpretation is that the more Crimson Denizens (Guze no Tomogara) are in desperate need of resources and thus feeding on humans is sometimes the only option and some Flame Haze are overzealous. The former is backed up by the idea the Bal Masque was founded by a god, thus they essentially should have the same authority as Flame Haze (though they are not contracted with Crimson Lords). The latter is partially backed up by the fact that Margery Daw was originally shown as being somewhat of a Blood Knight and cared nothing but Revenge, thus indicating that there are more violent and less honorable Flame Hazes.
Rooting for the Empire became a more viable option in the later light novels (and the third season) when it is revealed Bal Masqué's plan, as well as their new leader Yuji's, is to create a utopia called Xanadu where Crimson Denizens will not need to devour humans to sustain their existence, and even coexist peacefully with them. And considering how the series ends...
The Scrappy: Kazumi Yoshida. Aside of the Die for Our Ship and Real Women Never Wear Dresses factors, there's the fact that people think she's shallow, boring, clichéd schoolgirl-in-love-for-a-classmate, steals too much screentime for her little romantic-anime antiques, has a formidable amount of Common Mary Sue Traits and, for the final blow, her impact to the overall plot is almost null. A quick Google search turns up comments on her such as "The single greatest flaw with this series is that she isn't dead yet."
Also the end of episode 20, where Wilhelmine is trying to kill Yuji and Shana's far away, very upset.
The scene where Konoe dies/is absorbed by Hecate, with little to no resistance at all. Its extremely tragic, since the show built her up as such an innocent character.
Junko's arc and ultimate fate. Her boyfriend can't even understand why he's crying.
They Wasted a Perfectly Good Plot: Yuji coming to terms with his upcoming Cessation of Existence with the knowledge that at least he won't be completely forgotten when he disappears could've made for an interesting story (even if the story had to go searching for a new male lead after that.) Instead, Yuji turned out to be a MacGuffin Guy that regularly restores his own Power of Existence.
Wangst: Often resulting in combat. At times it seems like the series would be half as long if Shana and Kazumi wouldn't take so much time with their angsty internal monologues over Yuji, although Yuji himself isn't immune.
Indeed, Yuji himself plays this trope at the end of the second season.