Venture Brothers is like watching an old Hanna-Barbera cartoon with the subtitle: your heroes – 20 years later (and everyone is fucked). The creators of the show have said that the big theme is that of human failures and the show carries that convincingly into the third season.
The Monarch, having achieved seemingly everything he wanted, is still doing everything to destroy it again. Many of the other characters are adept at fucking up their lives too, even the seemingly successful ones. The whole lot of them are the main draw of the show, characters who can be annoying dicks most of the time, but who still display human qualities that makes you care for them on some level. That the stories ranged from weird to funny to completely deranged is just an added bonus (look out for the firestarter, hilarious).
It’s also the season were we get to know more of the backstory on the merely personal and the grander level, which the origin of The Guild of Calamitous Intent probably the best sequence in the whole season.