It's made to look like the Tick Tock Man will be the first villain to present an actual phsyical threat to the gunslingers, being a muscle-bound badass who might actually be faster than Roland himself. Nope, he's defeated by Jake once, then brought back just to get unceremoniously gunned down a second time without ever putting up a fight.
Randall Flagg gets killed by Mordred without putting up any significant resistance. There's even a momentary fake-out where it looks like Flagg might have gained a small advantage, but the narration negates it in the very next sentence.
In spite of getting an entire book to herald his introduction and possessing mind-control powers, Mordred doesn't do much after he's set free. For a long time he just follows behind Roland's crew, starving and freezing. By the time he finally attacks, he's dying from poisoned meat and does nothing but charge at Roland. Although he does manage to kill Oy, he's killed by a few well-placed bullets, just like any other mook.
The Crimson King is some sort of immortal demi-god whose presence is felt through most of the series. By the time we see him, he's just a crazy old man with nothing in his arsenal but sneetches, which we've seen used several times before and present almost no threat to a gunslinger. He's defeated by Patrick.
The ending, where the Crimson King, the main villain, turns out to be just an angry old man with some clever technology and the result of the main characters saving Stephen King is that he writes a boy with magic powers into the story so that that boy can defeat the Crimson King, is extremely controversial. Some fans think it fits in perfectly, others think it ruined the whole series.
The Chris Carter Effect: King mentioned early on in the afterward to The Gunslinger that he had no idea where the series was going. By the end of the series, it gets to the point where numerous plot points are ignored, contradicted or handwaved as Canon Discontinuity.
Creator's Pet: Susannah is easily the most disliked character of the Ka-Tet, largely due to her annoying split personalities. She's also the only one other than Roland who gets an entire book dedicated to her, and the only one that gets an (arguably) happy ending.
Ending Fatigue: The series ends, then gets an epilogue for Susannah's ending, then gets a Coda for the actual ending. There's also an afterword.
Esoteric Happy Ending: Susannah goes into an alternate reality version of New York where Eddie and Jake are still alive and in fact are brothers. She appears in Central Park at Christmas time, alternate-Eddie greets her with a cup of hot chocolate, and it's clearly supposed to be her happy ending... except many readers feel that Susannah abandoned the quest and is now trapped in a world that isn't her own with a couple of Replacement Goldfish who aren't really the people she loved.
Foe Yay: At the very least, The Gunslinger has a bit of suggestive subtext between Roland and The Man in Black towards the final chapter.
The Tunnel Demon in The Dark Tower. A giant albino worm chasing after Roland and Susannah through the tunnels between Fedic and the Badlands for God knows how long. They only survive because it is sensitive to light, but their Sterno (artificial fire) gets notably less and less in time. The light at the end of the tunnel comes as a great relief to both Roland and Susannah and the readers.
The Charlie the Choo Choo book is an in-universe example; King definitely intends for his own readers to find it creepy.
Replacement Scrappy: After being King's ubervillain since the 70s, King thought it was a good idea to replace Randall Flagg with the newly-introduced Mordred as Roland's main antagonist for the last book.
Villain Decay: In the final book, Walter o'Dim/Randall Flagg and the Crimson King, the two main villains up until that point, are reduced to almost non-entities. In particular Flagg, who had once been considered King's 'ubervillain', is easily dispatched in one chapter by a newly introduced character, who finds him pathetic. This is especially troublesome to some fans, since Flagg has been especially troublesome to numerous Stephen King characters over the years, even surviving (or, more accurately, respawning after) a nuclear blast. Having Mordred kill him is obviously to establish Mordred as even more sinister and dangerous than Flagg, but that's a bit hard, if not impossible, after developing the Flagg character for decades and across numerous books. Made worse by the fact that Mordred's death is very anticlimactic (weakened by food poisoning due to eating the disease-ridden corpse of Lippy the horse, Roland kills him with one shot).