As has been talked about above, the covers irritate me a lot. The woman on the front? Don't know who the hell she is, but she sure isn't Anita Blake. LKH went through all the trouble of describing Anita over and over (short, very curly hair, huge collection of scars that keeps growing) and yet she or whoever gets to decide what coverart is used ignore what Anita actually looks like!
One of the recent books read like she'd learnt a new sex tip and desperately wanted to share it with us all, so brought it in with every guy Anita had sex with in the book (and there was a lot of sex to be had). Forget which one it is though.
It's also kind of disappointing how much Anita has let herself move away from her supposedly strong veiws/beliefs as the series progresses. I realise that it's character growth necessary to the story LKH wants to tell and that it's natural for that sort of thing to change anyway, but still. Disappointing.
There are other niggles, but those three are the ones that I thought of first. Heh.