A fair number of fan theories involve Slendy himself not being evil or malevolent. Either he's a lonely figure who unintentionally curses those he comes into contact with in his efforts to make friends, a harbinger of doom, or even an incompetent guardian trying (and failing) to save people.
Also from Marble Hornets: Video distortion occurring whenever Slendy or one of his agents is close at hand, sometimes going as far as happening whenever he comes into frame (it's a useful tool since distortion can be used to hide many of the obviously fake aspects of whatever prop or costume is being used in that series).
The Operator Symbol, once again originating from Marble Hornets, which has become a central symbol in the mythos.
Slendersickness: Warning, prolonged exposure to Tall Dark and Faceless can lead to chronic respiratory problems and related symptoms.
Some mysterious (often masked) yet apparently human figure related to Slender Man in some way (whether or not he is an actual agent of Slendy is debatable since Marble Hornets never explicitly states that this is the case). Extra points if the series is a vlog and the figure in question creates a separate Youtube account for posting video responses.
Unsure if this was worked out beforehand, but when Nessa of Enter Light was taken by proxies and eventually turned into a slenderpuppet, several other bloggers immediately began posting about being attacked.
Hype Backlash: A result of overexposure. Slender is almost an exercise in how quickly something genuinely interesting becomes cliche and predictable with its fans hyping how scary it is. Nowadays when the Man is bought up, it'll be regarded as Snark Bait more often than not.
Just Here for Godzilla: Because let's face it, some of the stories can be downright boring without Slender Man in the picture.
Memetic Molester: Slendy apparently likes to hang out around children, as the earliest photoshops show. A common theory suggests that any adults Slender targets are simply children he didn't get to finish off. Make of that what you will.
Memetic Mutation: Slender Man first showed up in a "make normal photos paranormal!" photoshop thread. After the first few Slender Man pics, he took over the thread. Appropriately enough.
There is also an ongoing joke that Slender Man is stalking Alex and Jay because he wants their $20 and that he would go away if only they gave him the money. Word of Gods state that they are sick of that particular joke.
Moral Event Horizon: The bloggers get quite angry when Slendy starts using children as proxies.
Narm: The blog No Escape From Reality (now deleted) started out as this, but then became infamous in the Unfiction forums after the author tried to turn his blog into part of the Everyman HYBRID series. Apparently, the author is still on Unfiction, and considers it an Old Shame of his.