Those consequences apply to not only the people in the books, but Harry himself.

One of the best example is when Harry tries to get out of a contract with a faerie using Michael's sword. Pretty much the rest of the book is Harry trying to fix his mistake. Harry isn't perfect and isn't always right. Harry gets the stuffing knocked out of him quite often. People die in Harry's universe. People get hurt.

That is what attracts me to the stories. The ability that Butcher has to make a flawed human being remain human with all the supernatural stuff around him.