What I find most shocking is the lying.
For a long time I thought the casual attitude towards killing was the most shocking thing about this series. American television features a lot of gratuitous killing, and this series is no different. The missions in The Americans always involve getting information- and if killing is necessary, so be it.
But sometimes the person who is killed is just in the wrong place at the wrong time. They can't afford to have a witness, so they kill you. Sometimes they feel bad about it for a little while but they get over it. At other times the killing is the whole point.
But every killing is wrapped in lies. And these people are good at it. They can both lie convincingly at a moment's notice. They make others feel bad for doubting them. They tell different lies to different people for different missons and somehow manage to keep it all straight in their heads.
Its no wonder that their marriage is affected by a lack of trust. They are fundamentally dishonest people.