Some very quick thoughts:
One Piece - This might sound odd, but I've become 'looser' with how I handle wackiness. One Piece is just that kind of show you have to go with the flow, allow yourself to accept that things are just going to be weird/bonkers at times.
EDIT: As for the Wanze stuff. It's clear he's supposed to be annoying as heck, and weird as heck. It's clear that his odd behavior is frustrating as heck. Sometimes I think when a show is deliberately trying to do something like that, it has mixed results in how effective it is and if people take to it. Perhaps sometimes it's so effective that people dislike watching this part because of it. So is that truly a successful then or no? It's working for me I think though, in a positive way.
Blue Exorcist - It's frustrating when problems arise because characters don't try to explain themselves for some reason. Definitely not a problem limited to this show.
EDIT: To extrapolate on the previous two thoughts, when a show/story is intentionally trying to paint a character in a certain way, it's a tricky thing to do. Sometimes a character may show a moment of weakness, a moment of doubt, a moment of stupidity, or make a bad decision. I think people are naturally drawn to characters that are competent and cool, and rarely have these issues. But character development often starts with a character /not/ behaving in the ideal way, so that they can grow from there. But it's up to the media to make it believable. Like with Konekomaru having his 'shadow' moment. Perhaps he might be a better character now that this episode has passed? I don't have much faith in the show to do anything more with him though.
Black Lagoon - Chang's sarcasm ("Thank you, young lady" & "Perfect end to a perfect night") is one of those things that while you probably will be able to infer it from subtitles, it comes much better when you hear the vocal inflections. This in general is one reason I typically prefer dubs - how phrasing and inflection has meaning in addition to words spoken - just a severe example in this case.