SPOILERS
I can't speak to how good this is without giving away the ending...or at least i don't want to. This movie is not about catching a killer. It's about the obsession detectives/cops fall into that eats at their lives. I remember a book called "Death Scenes" which was a picture book collection of death photos taken by a cop who went nuts because of how obsessed he became with the death part of crime scenes. That's the essence of this movie. It's how people can drive themselves crazy, give up their morals, destroy their lives, because they're so sure of wanting to do the right thing.
That's the movie's strength. There is a lull between act 2/act 3 until Sparma takes Jimmy out to the desert. If you ever follow true crime or "Unsolved Mysteries", there are plenty of weirdos out there who just want to toy with police or become part of a story. That's what Sparma represents. The guy that makes the most sense, but isn't at all the killer. He looks the part, acts the part, even is suspicious. But Jimmy killing him makes Jimmy the bad guy. Deke killing the woman in the past makes him the bad guy. The covering up is part of the mask that they put on that "Hey, it's for the greater good. Because we're the good guys."
This is ultimately the psychology of the film. Even with the best intentions we can become evil.
The barrette at the end with the note "No Angels" puts a fine point on it. Jimmy will not suffer the consequences, but he'll always have to live with it.
"The Little Things" are exactly what Deke tells Jimmy: the things that will get you caught. It's not "the little things" that you need to catch a killer. But the "little things" that wind up destroying your soul.

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