Kincaid gets along surprisingly well with the nuns he and Bryce meet. Makes sense given he's a preacher's son.
Kincaid's wife calls him a "cucaracha" (cockroach). That's a reference to the bar she worked in as a waitress, which is "La cucaracha" ("The cockroach"). Cockroaches also have a reputation of being hard to kill.
Kincaid's first appearance has him signing a deal to testify against Dukhovich, in return for his wife receiving a full pardon and being released from prison. He explicitly makes no attempt to get himself off the hook for what he has done. This lends weight to his later argument with Bryce that he's a good guy because he kills bad men, and why he's so easily able to disregard Dukhovich's "The Reason You Suck" Speech, because he doesn't feel he has anything to atone for.
Also He's able to escape custody quite easily once Sonia's freedom is secured. The only reason why he was enduring prison in the first place is because he couldn't get Sonia out on his own, so there was no point to breaking out.
With The Bodyguard being heavily used in the marketing of this film, it took a surprisingly long time for me to notice that the song playing over the credits was sung by one of the protagonists of the film. Specifically it was sung by the character that was being body-guarded.