This episode was very great. The plot interests and intrigues with its turn of events and the supporting characters are well-written and not overly obvious in my opinion. I did like the theme of power and how some people can use it to their advantage that was portrayed in this episode and Chris Penn does a good job at playing one of the most easy-to-hate villains in the show. It does take a bit to get the plot wrapped up in your head but near the end, it is re-capped and clarified pretty well by the detectives.
Overall, "Death Roe" was a great episode and one of the best of season 4 IMO. The plot is great, supporting cast are well-written, and the antagonist is well-characterized as the plot goes on.