The alias Dexter gives the shrink is Sean Ellis, the first name of Patrick Bateman's younger brother as mentioned in American Psycho and main character of The Rules of Attraction. The last name is that of the author of both original works, Brett Easton Ellis.
When LaGuerta talks to Perry, she suggests that he might have "immortality" if he becomes "the most heinous killer in Florida's history." Perry replies that if he's to be immortalized, he'd like to have a reporter to interview him for the front page. LaGuerta sternly says, "You're not allowed to talk to the press before the trial." She is referring to the legal rule of "sub judice," which means that a case which has been called to trial may not be discussed with the press. In the state of Florida, under the U.S. Constitution, that rule has been withheld sometimes; but, at any rate, Perry has only been arrested, not arraigned. It is possible that LaGuerta is holding a threat over him.
The trivia items below may give away important plot points.
The Ice Truck Killer is identified as Deb's boyfriend, Rudy. The name Rudy (short for Rudolph) means "Wolf." Also, when he is replying to Dexter's Craigslist ad, he uses the mouse with his left hand, perhaps indicating he is left-handed. The Latin term for left-handed is Sinister, and is also the opposite of Dexter. This opposition is also shown by the Ice Truck Killer in that he leaves his corpses blood free, whereas Dexter prefers blood.