Complete Monster: Due to the general morality, the villains are usually really bad. But even with that being said, there are a few that stand out as especially heinous. These are the absolute worst that the Crapsack World setting has to offer:
Kevin, from "The Hard Goodbye", with a short cameo in "That Yellow Bastard", also appearing in the first film, is a young, emotionless Serial Killer who acts as a hitman for Cardinal Patrick Henry Roark. In the meantime, Kevin murders and eats prostitutes, piece by piece, keeping the women alive as long as possible and making them watch. He cuts off and eats the left hand of Marv's parole officer Lucille, and throws her in the basement of the farmhouse, where there are several heads of Kevin's previous victims.
Roark Junior from "That Yellow Bastard", as well as a primary villain from the first film, is the son of a US Senator with the appearance of a handsome young playboy. In reality, he is a sadistic pedophile with a penchant for raping and murdering preteen girls and who loves the sound of screaming. These horrible crimes are covered up by his corrupt Senator father—brother of the aforementioned Cardinal—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.
The Colonel, also known as The Salesman, is one of the top enforcers in Herr Wallenquist's Basin City Mob. He runs a clandestine division of contract killers and occasionally performs the hits himself. He mentors new trainees to shed all redeeming traits so they can become remorseless killing machines, inducing one of them into murdering the only man she ever loved before assigning her the codename "Blue Eyes". His largest operation is the "Human Resources" division, a massive kidnapping, sex slave-trading, brainwashing, organ harvesting and industrial-strength porn production operation. He kills off one of his own henchmen through Eye Scream on the off chance that the hero Wallace might track the minion down, after previously having the man's male lover stabbed to death with over a dozen knives. He has an alliance with a Dirty Cop named Leibowitz, but when Leibowitz's loyalty might falter, he orders his son's arm broken as a warning and threatens to kill his whole family. The Colonel is a sociopath who displays no character traits other than hinting at a wish to direct the bodies of the people around him, to see their "full potential" realized.
Crazy Awesome: Marv's got this in the bag. No matter how dangerous his opponent, he'll go in and come out pf every fight with a smile on his face.
Herr Wallenquist's irritation with Ava Lord's attempted flirtations can be read a number of ways. Perhaps he wants their relationship to be strictly professional, but his line "I have no use for your charms" could imply that he's either gay or asexual. Or perhaps it's some combination of both motives.
Awesome Art: While the quality of the art itself is pretty contentious, it's a fairly unanimous agreement that Frank Miller's work with negative space is at its peak strength in Sin City, creating a memorable visual style that shows why, for all his faults, Miller is considered the pro he is in the medium.
Draco in Leather Pants: Surprisingly, some fans seems to forget that Senator Roark deliberately framed Hartigan for Roark Junior's crimes purely out of spite, not any kind of fatherly love, or that he hates Junior, but wants a legacy. He even handicaps then murders his illegitimate son for beating him at poker in the sequel story.
Foe Yay: It seems that Roark Jr. treats trying to kill Hartigan as both revenge and this.
I Am Not Shazam: The Yellow Bastard is the character's name in Fanon, as well as the 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.
Visual Effects of Awesome: The movie's use of green screen 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, 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.
What Do You Mean, It's Not Symbolic?: When Miho shoots Stuka in the head, the arrow pierces his swastika tattoo. This can be seen as taking back the swastika from those who stole and perverted it.