Two details (possible spoilers)
There are two really neat details that I haven't seen commented on this board, so I thought I'd bring them up.
(spoiler alert in effect!)
1) When one of the thugs (Frederick Jaeger) is sitting in a car outside of Max's apartment, he briefly leans forward, and you can see that on the wall behind him someone has chalked a Nazi swastika as a piece of graffiti. Then he leans back and it's covered up again. Later, of course, the same guy knifes the Jewish concentration-camp survivor Max. A great piece of subtle foreshadowing and thematic coloring.
2) In the very last scene, Gayle Hunnicutt lies dead in a parking garage. Above her is a sign reading "Way Out." In the same scene, Scorpio says of her, "She was my way out."
Neat, huh? Little details like that are what separate the cream of the crop from movies that are just "good."