Ok, I should not have written "clearly".
Yes, the ones where he gets people to do something weird on their own are tough ones. As you point out (and hypnotists would agree) , selection is very important here. But I think it is likely that the selection process does not only take place before the show, but also after the show. I mean that he probably tried this with 20 people and it only worked with one, who is the only one we see on TV (if you think this is too expensive, watch "The System" linked above).
But what does the selection process consists of? Derren can state that the subject has no record of crimes or violence. Could be a misdirection. Also he could use other methods to make them do something and convince them afterwards that it was because of all the links and hidden messages he placed on the way there. Look at the Advertising Agency Trick (http://www.youtube.com/watch?v=YQXe1CokWqQ). Do you think it is not possible that he used secret cameras in the room to observe what they came up with, then copied it somewhat and replaced his original prediction envelope with the new one? The scene is cut, could happen anything. One of the camera crew members (who is never in the view) could switch the envelope. Also, an assistant could go into the room right before Derren and the camera reenters to announce that the time is up and exchange it while they are distracted somehow. So many other ways to do it. Then film the journey afterwards and put it together. They won't be able to tell for sure that the posters were not there on their way to the show. Note that you only see the signs on their own and it looks like they were filmed on their actual cab ride. But you never see one of the advertisement guys together with one of the dominant pictures in the same picture. The only three links where you see the link and one of the guys in the same picture is the zoo, the "creature" on the truck that is parked in front of their cab when it stops and the angel wings. But the zoo and the "creature" are kind of obvious to predict and broadly interpretable. I would say they included as many potential signs as possible along their journey. But it is strange that they only show these three in the same shot with one of the guys. They just got lucky on the zoo one, as it is quite specific on what they came up with. The angel wings are even on the wrong side of the carried board and doesn't face them when they enter. Strange? Also the camera is speeded up right after they go through the door. Could be an easy cut (he used camera trick in other occasions) It looks like you see them inside the building through the revolving door. Just put a bald guy there, it will look exactly the same to the TV audience.
Or the shopping mall trick (http://www.youtube.com/watch?v=fcURS3tHhWo). Having a lot of stooges in the crowd putting their hands up would help a lot to make others also put their hands up. Then you only interview the non-stooges of course.
Back to the armed robbery case. I'm still not convinced, that the hidden messages he presents are the only explanation for why the guy did it. If it is the way as Derren says it is, I think he used many more messages and incentives than he exposes on the show. Maybe he also hypnotized him before he let him walk along that street and told him to do so, but the guy doesn't remember it for the moment he is asked on camera why he did it. With an easy subject, such things should be possible (again, selection). Memory is very susceptible to hypnosis (note that I use hypnosis in an all-natural sense). I just saw Derren telling false explanations on TV so many times, I don't believe it so easily. In Derren's case, it is extremely important to build up a reputation that his stuff really works, so people think it very unlikely that he would do the following tricks in another way than he says. Again, I think his best trick is to convince us that he does not use cheap/expensive/extremely complicated tricks.
The purely negative utility monster (whether it is in a ferociously large amount of pain or not), that also has by definition no diminishing returns in its utility function, just hits zero pain at some point. Until it is in pain again, it is simply not part of the equation. The difference is: If your goal is to minimize X, you can't go on forever without diminishing returns (but with diminishing returns, you can) whereas if your goal is to maximize Y, you can go on forever with or without diminishing returns.
edit: It depends on how the function is defined. Above, I used allocated resources vs. utility (utility = relieve from suffering). But a negative utility monster would be possible if its condition got automatically worse and if it had no diminishing returns of (f.e.) suffering per unit pain, but all the other beings had.
I studied a lot about magic routines and can tell you for many big magic tricks on youtube at least one possible way how it would work. But the most important thing about magic is, it is entertainment. And also Derren Brown is an entertainer, that's what he does. I'm a big fan of Derren, also because he exposes much of the supposedly psychic or prayer stuff.
I clearly agree with garethrees' point about misdirection and psychology. Providing a solution that seems plausible to system 1 (sensu Kahneman), makes you stop thinking about it. I think that one of Derren's best tricks is to make the audience feel happy with a fake explanation. In general, I don't like exposing magic tricks. But in some cases when false beliefs spread by magicians clearly threaten to poison people's belief systems, I make sort of an exception:
Or the "Evening Of Wonders" show ending trick: http://www.youtube.com/watch?v=x7fAsKuMDsE If I did it, I would switch the prediction at 1:45, easy. If he had nothing to hide, he would be happy to let Danielle open the box and take it out. Only because he has a hard time to screw the lid off the tube (convincer) doesn't mean it's closed on the other side. It's a classic but very, very well performed!
What do you think about this one: http://www.youtube.com/watch?v=AMsngNWMfH4 Genuine?