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.
Kevin is a young cannibalSerial Killer who acts as a hitman for Cardinal Roark when he's not murdering and eating prostitutes — and he eats them piece by piece, keeping the women alive as long as possible and making them watch, as evidenced when he got his hands on Lucille, Marv's parole officer, who was found by Marv and survived, but lost one of her hands to him before the two escaped, ending up as the Trope Codifier for Forced to Watch. However, he gets one of the most gruesome, over-the-top, terribly long, and yet poetic punishments imaginable from the Sociopathic Hero Marv...even then, he smiles all the way while being eaten by his pet wolf, and when Marv saws off his head to finish him, he doesn't give out a single scream.
Roark Junior is the son of a US Senator with the appearance of a handsome young playboy (at first; see the top image for what he looks like afterwards). In reality, he is a sadistic pedophile with a penchant for raping and murdering pre-teen girls and who Loves the Sound of Screaming. These horrible crimes are covered up by his corruptSenator father (brother of the aforementioned Cardinal, natch), which means that no one on the police force is willing to take him down until John Hartigan saves his latest victim, Nancy Callahan, and goes through eight long years of prison for it because of the vengeful Senator dad. Near the end, it's revealed that Roark Junior is impotent unless he hears little girls scream in pain and that there were hundreds of victims.
Crowning Music of Awesome: The movie's usage of Cells in the trailer and closing credits is so memorable that it's often called the "Sin City Theme" even though it's not the theme. The song predates the movie.
I Am Not Shazam: The Yellow Bastard is the character's name in Fanon, is the referencial title of the story in which he appears, and is used by Frank Miller himself but as far as Canon goes, he is simply Junior Roark.
Jumping the Shark: Some see it as one for Frank Miller's career, not as any statement on the comics themselves, but that ever since he seems incapable of not writing a story like he's doing another Sin City.
Unfortunate Implications: Every single female character that appears is sexualized in some way. No exceptions. Even Nancy is sexualized, but only after she grew up. The only time where it could come off as Fan Disservice is with Luicille because her hand was cut off. Not to mention how every female character besides the Old Town girls becomes a Damsel in Distress. As Linkara has noted it appears that Frank Miller can't write female characters any other way.
Visual Effects of Awesome: The movie's use of green sceen allowed for gorgeous visuals throughout, both in the obvious ways (the environments and spot coloring) and the less obvious ways (Mickey Rourke has a fight scene with Elijah Wood, despite Wood not even having been cast when Rourke was shooting). Also Awesome yet Practical, as the green screen not only made production go by very smoothly but each actor was able to be lit individually without worrying about lighting the backgrounds which was the only way to get the Sin City look.