Remember that Mistborn 1.0 was a robbery story, and Alloy is a detective story, only the settings are different than normal lol. So that may be the difference. Mistborn is a grifter style story al-lah Ocean's 11 or The Sting while Alloy is more like Sherlock Holmes or Castle. Also yes there are...
The Alloy of Law books are definately Brandon having fun with his world. Also the next one sounds very good, from the part of a chapter I heard at JordanCon this year :evil